请问D选项是看0.831 0.845吗？

问题如下：

1.1 A risk manager has estimated a regression of a firm’s monthly portfolio returns against the returns of three U.S. domestic equity indexes: the Russell 1000 index, the Russell 2000 index, and the Russell 3000 index. The results are shown below.

Based on the regression results, which statement is correct?

选项：

A.

The estimated coefficient of 0.3533 indicates that the returns of the Russell 3000 index are more statistically significant in determining the portfolio returns than the other two indexes

B.

The high adjusted R² indicates that the estimated coefficients on the Russell 1000, Russell 2000, and Russell 3000 indexes are statistically significant

C.

The high p-value of 0.9452 indicates that the regression coefficient of the returns of Russell 1000 is more statistically significant than the other two indexes

D.

The high correlations between each pair of index returns indicate that multicollinearity exists between the variables in this regression

解释：

This is an example of multicollinearity, which arises when one of the regressors is very highly correlated with the other regressors. In this case, all three regressors are highly correlated with each other, so multicollinearity exists between all three. Since the variables are not perfectly correlated with each other this is a case of imperfect, rather than perfect, multicollinearity.