Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Recession Normal Boom Security a Return > E(F) Return Br) Return E(r) 1. The covariance of security A and security Bis zero. 2. The correlation coefficient between securities A and C is negative. 3. The correlation coefficient between securities B and C is positive. Multiple Choice 1 and 2 only 2 and 3 only 1 only . 1.2, and 3