Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Security A Security B Security C Recession ReturnE(r) Return=E(r) Return>E(r) 1. The correlation between securities A and C is positive. II. The correlation between securities A and C is negative. III. The correlation between securities B and A is positive. IV. The correlation between securities B and C is 0. a) II and IV only b) I only C) I and IV d) || and III only e) II, III, and IV