单选题 The evidence suggests that the correlation of returns between U.S. government bonds and an index of international government bonds is: A. between 0.0 and -0.5, and that between indices of U. S. investment grade bonds is between 0.0 and 0.5. B. between 0.0 and 0.5, and that between indices of U. S. investment grade bonds is close to 1.0. C. between 0.0 and 0.5, and that between indices of U. S. investment grade bonds is between 0.25 and 0.75.
【正确答案】 B
【答案解析】The evidence suggests that the correlation of returns between U.S. and non-U. S. government bonds is approximately 0.35, while that between indices of investment grade U.S. bonds is close to 1.0.