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) ReturnE(r) Boom 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 III only b) II, III, and IV. c) I only d) II and IV only e) I and