Prob % Return to A % Return to B 0.25 4 7 10 0.25 2 12 7 0.25 0.25 15 5 What is the correlation coefficient (PAB) of assets A and B? O A. Greater than or equal to -1.0 but less than -0.5 B. Greater than or equal to -0.5 but less than 0 C. Greater than or equal to 0 but less than 0.5 D. Greater than or equal to 0.5 but less than or equal to 1.0 Moving to another question will save this response