The ideal correlation for portfolio construction is:

a$.+0\mathrm{.}25.$

b$.+1\mathrm{.}0.$

c$.0\mathrm{.}0.$

d$.-1\mathrm{.}0.$

Investment A Investment B Investment C Investment D

Year $14\%8\%9\%-6\%$

Year $2-3\%-7\%-10\%-9\%$

Year $38\%13\%23\%11\%$

Index $1$ Index $2$ Index $3$ Index $4$

Beta $0\mathrm{.}560\mathrm{.}961\mathrm{.}560\mathrm{.}75$

r$-$squared $0\mathrm{.}650\mathrm{.}830\mathrm{.}740\mathrm{.}98$