If you analyze your portfolio with the Fama French 3 Factor Model and find R^2 = 0.94, which of the following is true?

A Your alpha should be positive, as you are predicting the market.

B Your alpha should be negative, as you cannot predict the market.

C Your portfolio is almost perfectly represented by the three risk factors in Fama French.

D Your portfolio is simply matching the market perfectly.

E None of the above