Which of the Following Is NOT a Problem Caused by Multicollinearity

Multiple Choice

Which of the following is NOT a problem caused by multicollinearity in multiple regression?

A) The F-test of the overall multiple regression model may indicate a statistically significant relationship, but the t-tests for the individual coefficients may not indicate any as significant.
B) The regression coefficients can have a sign opposite that of the actual relationship.
C) It impacts the size of the R² and the ability to predict values of the dependent variable.
D) With a high degree of collinearity we cannot rely on the individual coefficients to interpret the results.
E) All of these choices are problems caused by multicollinearity in multiple regression.