Based on the outcomes in the table below choose which of the statements is/are correct: Security A Return >E[r] Return= E[r] Return E[r] Security B Elr] Return= E[r] Return= E[r] Scenario Recession Return Normal Boom 1. The covariance of Security A and Security B is zero II. The correlation coefficient between Security A and C is negative III. The correlation coefficient between Security B and C is zero I only I and Il only Il and Ill only I, Il and Ill