A Fitted Multiple Regression Model Yields an R² of 0

Multiple Choice

A fitted multiple regression model yields an R² of 0.64.Interpret this value.

A) 64% of the independent variables used in the regression model are highly correlated and may falsely suggest a curvilinear relationship exists between x and y when the true relationship is linear.
B) 64% of the variation in the observed value of the dependent variable is explained by the regression model.
C) The correlation between each pair of independent variables is 0.8 or -0.8.
D) The fitted model predicts the dependent variable accurately 64% of the time.
E) 64% of the independent variables in the model are capable of accurately predicting the dependent variable.