Question: 10. Read the following Excel regression output and answer the questions. a. % of the variance is explained by this regression. b. The beta of

10. Read the following Excel regression output and answer the questions.

10. Read the following Excel regression output and answer the questions. a. % of the variance is explained by this regression. b. The beta of this stock is Hence, the stock is % riskier than the market. c. The characteristic line for this stock is E(Rstock)= E(Rmarket) d. The alpha (intercept) has a t-Stat = This is than 1.96. Therefore, this alpha is (significantly or not significantly) different from zero. We can conclude the CAPM is (valid or invalid) for this stock

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