Consider the following regression output for the Single Index Model where excess returns on Microsoft Corp $($MSFT$)$ are regressed on the excess returns for the S&P$500$ index.

Regression Statistics

$$

$$

$$

Multiple R

$0\mathrm{.}5764$

$$

$$

$$

R Square

$0\mathrm{.}3322$

$$

$$

$$

Adjusted R Square

$0\mathrm{.}3302$

$$

$$

$$

Standard Error

$3\mathrm{.}1156$

$$

$$

$$

Observations

$338$

$$

$$

$$

$$

$$

$$

$$

$$

$$

$$

$$

$$

$$

$$

Coefficients

Standard Error

t Stat

P$-$value

Intercept

$0\mathrm{.}0639$

$0\mathrm{.}01695$

$3\mathrm{.}770$

$0\mathrm{.}0004$

R$\_$S&P$500$

$0\mathrm{.}8139$

$0\mathrm{.}0629$

$12\mathrm{.}9294$

$0\mathrm{.}0000$

Which statement is true about the alpha of Microsoft?

Group of answer choices

alpha is negative but not statistically different from zero

alpha is negative and statistically different from zero

alpha is $0\mathrm{.}8139$

alpha is positive but not statistically different from zero

alpha is positive and statistically different from zero