D is correct. For a linear regression with one explanatory variable, the $R^2$ is simply equal to the squared sample correlation between the dependent and the explanatory variable. That is, $\text{Corr} = \sqrt{R^2}$, which means that $\text{Corr} = \sqrt{0.781} = 0.884$.

A is incorrect. This is the square of the $R^2$ measure.

B is incorrect. This is the square root of the beta coefficient.

C is incorrect. This is just the $R^2$ measure.

Learning Objective: Estimate the correlation coefficient from the $R^2$ measure obtained in linear regressions with a single explanatory variable.

Reference: Global Association of Risk Professionals. Quantitative Analysis. New York, NY: Pearson, 2023, Chapter 7, Linear Regression [QA-7].