Suppose you are looking at the security characteristic line (SCL) regression results for a portfolio. The portfolio is very similar in composition to the market index.

What should your regression results look like?

A: intercept = 0.0 slope = 1.0 R-squared = 0.00

B: intercept = 1.0 slope = 0.0 R-squared = 0.50

C: intercept = 0.0 slope = -1.0 R-squared = 0.99

D: intercept = 0.0 slope = 1.0 R-squared = 0.99

		B
		A
		D
		C