Refer to the Scientific Reports (2020) study on the factors associated with cross-country variation in COVID-19 mortality, Exercise 11.75 (p. 683). The study models the COVID-19 mortality rate (y) with independent variables including high-income countries 1x12, middle-income countries 1x22, low-income countries 1x32, and countries with fewest hospital beds 1x42. The correlations provided in Exercise 11.75 are given in each part. Determine which of the correlations results in a potential multicollinearity problem for the regression analysis.

a. The correlation relating COVID-19 mortality rate and high-income countries: r = -.32.

b. The correlation coefficient relating COVID-19 mortality rate and middle-income countries: r = -.28.

c. The correlation coefficient relating COVID-19 mortality rate and low-income countries: r = -.67.

d. The correlation coefficient relating COVID-19 mortality rate and countries with fewest hospital beds: r = -.41.