Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Security A Security B Security C 5% Recession +30% 1% Normal +10% 5% 3% Boom - 10% 5% 5% 5% Average Return En 10% 3% 1. The correlation coefficient between security A and B is zero. 11. The correlation coefficient between security A and B is negative. II. The correlation coefficient between securities A and Cis negative. IV. The correlation coefficient between securities A and C is positive. V. To mitigate security A's risk, security C is a better-hedged asset than security B. I, III, II, IV , HI I, IV, V