A Moving to another question will save this response. Questid Question 1 2 point You run a regression of Ri-Rf (return of asset i in 96 minus risk-free rate in 96) against Rm-Rf (return of market in 9 minus risk-free rate in %). You obtain the following output: (1) 196 with a standard error of 396; (2) the BETA is 2 with a standard error of 0.2: (3) the R2 (R-squared) is 0.25. Which statements are correct? The constant is not statistically different from zero The BETA is statistically different from zero The proportion of unique risk of asset i is 0.25 The proportion of unique risk of asset i is 0.75 The BETA is not statistically different from zero You obtain the following output: (1) the constant is A Moving to another question will save this response. Questid Question 1 2 point You run a regression of Ri-Rf (return of asset i in 96 minus risk-free rate in 96) against Rm-Rf (return of market in 9 minus risk-free rate in %). You obtain the following output: (1) 196 with a standard error of 396; (2) the BETA is 2 with a standard error of 0.2: (3) the R2 (R-squared) is 0.25. Which statements are correct? The constant is not statistically different from zero The BETA is statistically different from zero The proportion of unique risk of asset i is 0.25 The proportion of unique risk of asset i is 0.75 The BETA is not statistically different from zero You obtain the following output: (1) the constant is