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 _____, while the correlation coefficient between the returns on highly diversified portfolios of U.S. stocks

(see Chapter 23, Table 23.2) is mostly _____.? L042

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.