Question: In returns - based style analysis, a coefficient of determination of 9 5 percent would suggest that Group of answer choices 9 5 percent of

In returns-based style analysis, a coefficient of determination of 95 percent would suggest that
Group of answer choices
95 percent of the portfolio return variability could be attributed to stock selection skills.
the portfolio manager outperformed 95 percent of his peers.
95 percent of the portfolio return variability could be attributed to portfolio style.
the portfolio manager was outperformed by 95 percent of his peers.
5 percent of the portfolio return variability could be attributed to portfolio style.

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