Which of the following statements is CORRECT? 1. b. The typical R 2 for a stock is about 0.94 and the typical R 2 for a portfolio is about 0.6. 2. c. The typical R 2 for a stock is about 0.3 and the...

b. The typical R² for a stock is about 0.94 and the typical R² for a portfolio is about 0.6.

c. The typical R² for a stock is about 0.3 and the typical R² for a large portfolio is about 0.94.

d.    The typical R² for a stock is about 0.94 and the typical R² for a portfolio is also about 0.

e. The typical R² for a stock is about 0.6 and the typical R² for a portfolio is also about 0.6.

a. The typical R² for a stock is about 0.3 and the typical R² for a portfolio is also about 0.3.