Multiple Choice
Which of the following statements is CORRECT?
A) The typical R2 for a stock is about 0.94 and the typical R2 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.
Correct Answer:

Verified
Correct Answer:
Verified
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