Which two indices had the highest correlation between them during the 2008-2012 period?
A) S&P and DJIA; the correlation was 0.979
B) S&P and Russell 2000; the correlation was 0.948
C) DJIA and Russell 2000; the correlation was 0.908
D) S&P and NASDAQ 100; the correlation was 0.928
E) NASDAQ 100 and DJIA; the correlation was 0.876
Correct Answer:
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