Which Two Indices Had the Lowest Correlation Between Them During

question 21

Multiple Choice

Which two indices had the lowest correlation between them during the 2001-2006 period?

• A)S&P and DJIA; the correlation was 0.957
• B)S&P and NASDAQ; 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

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