The correlation coetficient between the rates of return of security A and the rates of return of security Cbomputed for a long time series is equal to 0.4. This means that a rational investor expects: a. The rate of retum of security C to increase 4% it the rate of retum of security A increases 10% b. The rate of retum of security C to remain the same, regarcloss of any changes in the rate of return of security A c. Nothing to happen, because risky assets are not correlated d. The rate of return of security C to increase 6% if the rate of return of security A increases 10%