If Multicollinearity Exists Among the Independent Variables Included in a Multiple

Multiple Choice

If multicollinearity exists among the independent variables included in a multiple regression model, then:

A) regression coefficients will be difficult to interpret.
B) the standard errors of the regression coefficients for the correlated independent variables will increase.
C) coefficient of determination will assume a value close to zero.
D) the standard errors of the regression coefficients for the correlated independent variables will increase and coefficient of determination will assume a value close to zero.