Based on the Outcomes in the Following Table, Choose Which

Multiple Choice

Based on the outcomes in the following table, choose which of the statements below is (are) correct?

I. The covariance of security A and security B is zero.
II. The correlation coefficient between securities A and C is negative.
III. The correlation coefficient between securities B and C is positive.

A) I only
B) I and II only
C) II and III only
D) I, II, and III