Build a model to analyze a stock's beta, alpha and average monthly returns. Use your model to answer the following questions: Your Answer Correct Answer What is the stock's beta? 0.72 What is the stock's alpha? 0.27% What is the stock's arithmetic average monthly return over the 10 years of historical data? 1.10% What is the stock's geometric average monthly return over the 10 years of historical data? 1.04% What is the stock's total return over 10 years? 247.40% What is the total return from compounding the arithmetic average monthly return for 10 years? 272.54% What is the total return from compounding the geometric average inonthly return for 10 years? 247.40% 1 + Excess Market 1 + Excess Stock Cumulative Market Cumulative Stock Month Excess Market Return Excess Stock Return Return Return Return Return X X X 1.00 1.00 -1.895% -1.660% -4.412% -3.657% -0.615% -1.435% 5.356% 3.503% 3.799% 2.471% -0.212% 0.389% -1.467% -1.320% -3.193% -4.524% 1.774% 3.292% 10 11.080% 9.893% 11 -5.722% -4.894% 12 6.791% 7.195% 13 -5.960% -4.155% 14 -0.780% -1.677% 15 0.509% 1.176% 16 -2.012% -2.898%