  Let $P$ be a completely positive map on $M_n(\mathbb{C})$ and let $E_P$ be
the associated \emph{GNS}-$C^*$-correspondence. We prove a result that implies,
in particular, that the Cuntz-Pimsner algebra of $E_P$, $\mathcal{O}(E_P)$, is
strongly Morita equivalent to the Cuntz algebra $\mathcal{O}_{d(P)}$, where
$d(P)$ is the index of $P$.
