If Var(R) and (R) denote the variance and standard deviation of a stock's returns R, while Cov(Ri, R;) and Cor(Ri, R;) denote the covariance and correlation of the returns of stocks i and j, which of the following equations is correct? O Cov(Ri, Rj) = E[(Ri E[R;])(R; E[R;)] = O Cov(Ri, R;) = Cor(Ri, R;)Var(Ri)Var(R;) = Cor(Ri, R;) = Cov(Ri, Rj)/(Var(Ri)Var(R;)) - Var(R) = {k=1 Pk (Rk E[R]) = 1