It's not really a problem although it's probably unnecessary. If you are only reading from one DataReader at a time then you only need one connection. If you're reading from all four at the same time then your app probably needs a redesign.
.NET does connection pooling anyway. You think you have 4 connections, but the actual number established to the database depends on the number of parallel threads doing database work..
Assumption: you are using the same conenction string for all connections
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