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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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