Question: Based on the table above, which portfolio, A, B, or C should receive the highest allocation of the investment resources based on Regression Analysis and

Based on the table above, which portfolio, A, B, or C should receive the highest allocation of the investment resources based on Regression Analysis and Intercept/Var(e_i) Ratio measure?

Group of answer choices

B, because it has the highest beta

C, because it has the highest Intercept/var(residuals) ratio

B, because it has the highest st. dev. of residuals

Neither one is acceptable

C, because it has the highest average return

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