Prob % Return to A % Return to B 0.25 7 10 4 2 0.25 0.25 12 7 5 0.25 15 What is the correlation coefficient (PAB) of assets A and B? 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