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	Return > E(r)	Return < E(r)	Return = E(r)
Normal	Return = E(r)	Return = E(r)	Return = E(r)
Boom	Return < E(r)	Return > E(r)	Return = E(r)

1. The covariance of security A and security B is zero.
2. The correlation coefficient between securities A and B is negative.
3. The correlation coefficient between securities B and C is positive.
4. The correlation coefficient between securities B and C is zero.