Which Two Indices Had the Lowest Correlation Between Them During

Multiple Choice

Which two indices had the lowest correlation between them during the 2008-2012 period?

A) S&P and DJIA; the correlation was 0.979
B) S&P and NASDAQ 100; the correlation was 0.928
C) DJIA and Russell 2000; the correlation was 0.908
D) S&P and Russell 2000; the correlation was 0.948
E) NASDAQ 100 and DJIA; the correlation was 0.876