According to Moody's Analytics,default Correlations Tend to Be _____ and Lie

Multiple Choice

According to Moody's Analytics,default correlations tend to be _____ and lie between _______.

A) Low;0.002 and 0.15
B) High;1.86 and 2.99
C) Low;0.001 and 0.002
D) High;2.99 and 3.50