18. What fraction of variance in the stock market excess return is explained by the return predictability model? a. 33.3% b. 7.47% c. 3.1% d. 9.5% 19. Which is the total sum of squares in the stock market excess return? a. 0.1109 b. 3.4646 c. 3.5755 d. 3.3537 20. Which is the command to plot the estimated model? a. lmdp=1m(exret[2:T]~dp[1:T-1]) b. plot(x=dp[1:T-1],y=exret[2:T],main="exret~dp") c. abline(lm(exret[2:T]~dp[1:T-1])) d. View(Lmdp)