Research is the systematic investigation into and study of materials and sources in order to establish facts and reach new conclusions.
Central to Turabian is the fact that, irrespective of the format, the foundations of good research remain the same: to do it carefully, present it clearly and accurately, and follow academic standards for citation, style, and format.
Research is worth doing because its aim is to feel the existing gap in the world or solve an existing problem in the world.
Therefore, the correct answer to the above is as given.
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