According to Moody's Analytics, Default Correlations Tend to Be _____

According to Moody's Analytics, default correlations tend to be _____ and lie between _______.

A) Low; 0.002 and 0.15
B) High; 1.86 and 2.99
C) Low; 0.001 and 0.002
D) High; 2.99 and 3.50
E) Low; 0 and 0.001