Question: answer please Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Recession Normal Boom Security A

answer please answer please Based on the outcomes in the following table, choose which

Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Recession Normal Boom Security A Return > E(1) Return = E(1) Return E() 1. The covariance of security A and security B is zero. II. The correlation coefficient between securities A and is negative, III. The correlation coefficient between securities Band C is positive O I and II only O Tonly O II and III only 0 1. ll, and

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