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Which of the following statements best describes what the R-squared of 52

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Which of the following statements best describes what the R-squared of 52.6% in the regression that estimates the Beta for Goldman Sachs is telling you about the risk? Select one: a. 52.6% of the total risk in the firm is market risk b. 52.6% of the total risk in the firm can be diversified away c. None of the above d. 52.6% of the beta can be attributed to market risk e. 52.6% of the total risk in the firm is firm specific risk