Which two indices had the highest correlation between them during the 2001-2006 period?
A) S&P and DJIA; the correlation was 0.957
B) S&P and Russell 2000 the correlation was 0.899
C) DJIA and Russell 2000 the correlation was 0.758
D) S&P and NYSE; the correlation was 0.973
E) NYSE and DJIA; the correlation was 0.931
Correct Answer:
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