Below is the statistics based on sixty monthly excess returns for the market index, the stock of Nike Inc. (NKE), and the stock of Starbucks Corp. (SBUX).

	rMkt-rf	rNKE-rf	rSBUX-rf
Average	0.752%	1.384%	1.283%
Variance	0.3086%	0.6909%	0.5897%

Covariance(rNKE-rf, rMkt-rf)	0.3234%
Covariance(rSBUX-rf, rMkt-rf)	0.2623%

Use the information above to answer the questions below.

1. For NKE, the estimated single-index model is , which is the (Click to select) slope vertical intercept error term of the corresponding security characteristic line (SCL) for NKE; the estimated single-index model is %, which is the (Click to select) slope vertical intercept error term of the corresponding security characteristic line (SCL) for NKE; and the single-index model R² is . (Note that and R² ask for actual numbers, while asks for a percentage. Round the numbers you put in the blanks to three decimals.)

2. For SBUX, the estimated single-index model is , which is the (Click to select) slope vertical intercept error term of the corresponding security characteristic line (SCL) for SBUX; the estimated single-index model is %, which is the (Click to select) slope vertical intercept error term of the corresponding security characteristic line (SCL) for SBUX; and the single-index model R² is . (Note that and R² ask for actual numbers, while asks for a percentage. Round the numbers you put in the blanks to three decimals.)

3. Plot an SCL and its corresponding monthly observations in one graph. In the graph for (Click to select) NKE SBUX , the monthly observation dots would be scattered more closely surrounding the SCL.