Hint for the hard-of hearing: sometimes you won't hear the beep on the continuity test position, so use the ohms selection and watch the meter.
Also: Those little alligator clip leads, as well as the meter leads, have their own resistance (usually around 3-4 ohms total), so if you get that kind of reading, it doesn't mean there's a problem. Also, since the shielding has a weak connection to the screw-in part of the cable connector until it's actually screwed in to the socket, you may get an intermittent reading using the clips. In this particular case, the aluminum foil trick would make a more reliable connection. I used to use my 50 ohm dummy load on my antenna cables to avoid this problem.