Question: After properly running a regression using daily returns you find: MSFT's stock return = 0.0013 + 1.19*(S&P 500's return ) (assume all the regression variables

After properly running a regression using daily returns you find: MSFT's stock return = 0.0013 + 1.19*(S&P 500's return ) (assume all the regression variables and the intercept are statistically significant) Now if for any particular day MSFT's stock return is 2.1% and S&P 500's return is 1.9% then the residual is

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