Answer (B) is correct.
The correlation coefficient can vary from –1 to +1. A –1 relationship
indicates a perfect negative correlation, and a +1 relationship indicates a
perfect positive correlation. A zero correlation coefficient would indicate
no linear association between the variables. Thus, the correlation
coefficient that is nearest to zero indicates the weakest linear association. Of the options given in the question, the correlation coefficient that is
nearest to zero is –0.11.