optionss

a) I, II, and III

B) II and III only

c) I only

d) I and II only

Help Save Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Recession Normal Boom Security Return > B(r) Return = E(r) Return B(r) L. The covariance of security A and security Bis zero 11. The correlation coefficient between securities A and C is negative. III. The correlation coefficient between securities 8 and C is positive. Multiple Choice ll, and