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.