Question: A high market model R square means... a ) that the fund has a lot of idiosyncratic risk. b ) that market movements explain a

A high market model R square means...
a) that thefund has a lot of idiosyncratic risk.
b) that market movements explaina large portion of the firm's return volatility.
c) that the firm has large market capitalization.
d) that the fund outperforms compared to the market model.

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