Stephanopoulos, co-anchor of ABC News' "Good Morning America," underwent DNA testing to promote "Faces of America With Henry Louis Gates Jr.," a four-part series on family histories premiering Feb. 10 on PBS.
Stephanopoulos was told of his possible link to Clinton by Gates during Friday's "GMA" show.
Gates says he's "very likely a maternal cousin" to Clinton.
Replied Stephanopoulos: "You're putting me on. Sorry, Secretary Clinton."
Gates says Clinton hasn't been tested.
PBS says Gates used the latest tools of genealogy and genetics to explore the family histories of 12 Americans, including Stephen Colbert, Yo-Yo Ma, Mike Nichols and Meryl Streep.
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ABC is owned by The Walt Disney Co.
