A friend comes up to you and says, "I've come up with a way to predict the Dow Jones Industrial Average with incredible accuracy using these 50 factors!" The smartest thing for you to do is:

A.Remind your friend that the DJIA only has 30 companies; they didn't identify their model correctly

B.Convert the factor model into an APT model, they are much more accurate

C.Run a couple regressions without modification yourself, just to double check

D.Drop out of college, you're going to make billions!