In Order to Test the Weak Form of the Efficient-Market

In order to test the weak form of the efficient-market hypothesis, researchers have used the following methods except

A) estimation of the serial correlation (autocorrelation) for securities and markets.
B) measurement of the profitability of trading rules used by technical analysts.
C) measurement of how rapidly security prices adjust to different news items.
D) All of the options are methods used for testing weak-form market efficiency.