The correlation coefficient between the rates of return of security A and the rates of return of security C computed for a long time series is equal to 0.4. This means that a rational investor expects: a. The rate of return of security C to increase 4% if the rate of return of security A increases 10% b. The rate of return of security C to remain the same, regardless of any changes in the rate of return of secunity 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%