20: A significant correlation between the incidence of mental illness and
  the incidence of divorce among middle class people is likely to mean

     D: all of the above may be true

A correlation can arise when one factor causes another, but it cannot prove that one factor causes another.  Correlations also do not tell us which direction the relationship goes in (see choices A and B for examples of how the relationship could go either way).  Very importantly, a correlation cannot tell us for sure whether some third factor (in this case, a difficult childhood) causes the two factors in the correlation above to go together.  All we know for sure is that they are associated, but we don't know why or how.  Thus, D is the correct choice because A, B, and C are all valid possibilities.

Notice that the question says "is likely to mean".  It doesn't say means or proves.  Correlations can never prove causation.
 
 

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