Please provide explanation

If a characteristic does not explain the distribution of returns among a group of stocks then the quintile returns will be and the information coefficient will be A. none of the answers listed here. B. close to zero; close to zero highly negative; close to zero C. D close to zero; highly negative If a characteristic does not explain the distribution of returns among a group of stocks then the quintile returns will be and the information coefficient will be A. none of the answers listed here. B. close to zero; close to zero highly negative; close to zero C. D close to zero; highly negative