Portfolio Management and Performance Evaluation

Answer TRUE or FALSE to the following five questions and provide explanations:
(a)If the correlation betweenYtandXtis equal to 1, then the coefficientβin the above regression mustbe 1
(b)If the correlation betweenYtandXtis equal to 0, then the coefficientβin the above regression mustbe 0
(c)If the coefficient of determinationR2in the above regression is equal to 1 then the coefficientβin theabove regression must also be 1(
d)If the coefficient of determinationR2in the above regression is equal to 0 then the coefficientβin thisabove regression must also be 0
(e)If the coefficient of determinationR2in the above regression is equal to 1 then the correlation betweenYtandXtmust also be 1