Suppose the hedge fund F.J. Sutrebla hires George as a financial analyst. His first task involves running a CAPM linear regression using Boeing data, and he obtains a R-squared value of 0.8. As a part of his task, he has to include the meaning of this value in his report. Which of the following statements would be the best to include? The slope of the CAPM regression is 0.8 O The intercept of the CAPM regression is 0.8. O 0.8% of the variation in the market is explained by Boeing. o 80% of the variation in the market is explained by Boeing. O The R-squared value of 0.8 is too high, and it is not a trustworthy measure. None of the above