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)

I. The covariance of security A and security B is zero.

II. The correlation coefficient between securities A and C is negative.

III. The correlation coefficient between securities B and C is positive.

		I and II only
		I only
		I, II, and III
		II and III only

I need the answer very fast thanks