Which of the Following Statements Is CORRECT

question 20

Multiple Choice

Which of the following statements is CORRECT?

• A) the typical R² for a stock is about 0.94 and the typicalR² for a portfolio is about 0.6.
• B) the typical R² for a stock is about 0.3 and the typical R² for a large portfolio is about 0.94.
• C) the typical R² for a stock is about 0.94 and the typical R² for a portfolio is also about 0.94.
• D) the typical R² for a stock is about 0.6 and the typical R² for a portfolio is also about 0.6.
• E) the typical R² for a stock is about 0.3 and the typical R² for a portfolio is also about 0.3.

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