Expert Q&A Done Given the correlation matrix below, test the hypothesis that the correlations between a) fund A and Fund B, b) Fund C and Fund D, and c) Fund A and s&p500, are significantly different from zero. the correlations are estimated using 24 observations. the critci al t-value for n - 2 = 22 df, using 5 percent significane level and a two-tailed t test, is 2.074 Fund A. Fund B. Fund C. Fund D. s&p500 A 'I. B .124. 1 C. .692. .339 1 D .843. .551 .471 1 S&p .551 .355 .751 .883 1