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Suppose the MSE of a linear model in the Test set is 4.25, the number of observations in the Test set is 100, and the

Suppose the MSE of a linear model in the Test set is 4.25, the number of observations in the Test set is 100, and the Variance of the Response variable in the Test set is 8.5. What is the value of R² on the Test set in this case?

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