Question: The correlation coefficient between the returns on a broad index of U.S. stocks and the returns on indexes of the stocks of other industrialized countries

The correlation coefficient between the returns on a broad index of U.S. stocks and the returns on indexes of the stocks of other industrialized countries is mostly _______, and the correlation coefficient between the returns on various diversified portfolios of U.S. stocks is mostly_______ .
a. less than .8; greater than .8.
b. greater than .8; less than .8.
c. less than 0; greater than 0.
d. greater than 0; less than 0.

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