Question: Based on the outcomes in the table below choose which of the statements is/are correct: Scenario Recession Normal Boom Security A Return > E[r] Return-EC)

Based on the outcomes in the table below choose which of the statements is/are correct: Scenario Recession Normal Boom Security A Return > E[r] Return-EC) Return EO 1. The covariance of Security A and Security B is zero II. The correlation coefficient between Security A and C is negative III. The correlation coefficient between Security B and C is positive

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