Returns on an Investor's Stock Portfolio (N = 19 Stocks)

Returns on an investor's stock portfolio (n = 19 stocks) are compared for the same stock in each of two consecutive quarters. Since the returns are not normally distributed (normality test p-values were .005 and .126 respectively) , a nonparametric test was chosen. The test results are shown below. Spearman Rank Correlation

$\begin{array}{|r|r|r|}\hline&\text { Qtr1 }&\text { Qtr2}\\\hline \text { Qtr1 }&1.000 & \\\hline \text { Qtr2 }&.577 & 1.000 \\\hline\end{array}$

19 sample size
$\pm .456$ critical value .05 (two-tail)
$\pm .575$ critical value .01 (two-tail) Which is the best conclusion?

A) The returns are correlated neither at ? = .05 nor at ? = .01.
B) The returns are correlated at ? = .05 but not at ? = .01.
C) The returns are correlated at ? = .01 but not at ? = .05.
D) The returns are correlated both at ? = .05 and at ? = .01.