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

Multiple Choice

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. Which is the best conclusion?

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