Which of the following is a reasonable way to select the number of principal components "k"?

A)  Choose k to be 90% of m (k = 0.90*m, rounded to the opposite integer).
B)  Choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).
C)  Choose k to be the largest value so that 99% of the variance is retained.
D)  Choose k to be the smallest value so that at least 99% of the varinace is retained.

Correct Answer :   Choose k to be the smallest value so that at least 99% of the varinace is retained.