Question: e. Considering the coefficient estimates provided above, state whether amazon can best be described as aggressive, neutral, or defensive security. Test your statement with a

e. Considering the coefficient estimates provided above, state whether amazon can best be described as aggressive, neutral, or defensive security. Test your statement with a 5% significance level. (2pts) f. From the estimated equation above, what proportion of the variability of amazon premium can be attributable to systematic risk? to specific risk? (2pts) 11-11 pts) Consider the following estimated equation of a CAPM model for amazon securities over the latest 249 months: (Ramm - Rebutis) = 1.679+ 1.539(Rs&p - Rebut Std. Errors (0.740) (0.168) n=249 R-squared = 0.2520 Where:-(Raman -Rtbils) and (Rs&p - Rebiu), are amazon risk premium and market risk premium respectively; - Ramzn and Rs&p, are respectively amazon and S&P monthly returns Rtbit the return on the treasury bills. e. Considering the coefficient estimates provided above, state whether amazon can best be described as aggressive, neutral, or defensive security. Test your statement with a 5% significance level. (2pts) f. From the estimated equation above, what proportion of the variability of amazon premium can be attributable to systematic risk? to specific risk? (2pts) 11-11 pts) Consider the following estimated equation of a CAPM model for amazon securities over the latest 249 months: (Ramm - Rebutis) = 1.679+ 1.539(Rs&p - Rebut Std. Errors (0.740) (0.168) n=249 R-squared = 0.2520 Where:-(Raman -Rtbils) and (Rs&p - Rebiu), are amazon risk premium and market risk premium respectively; - Ramzn and Rs&p, are respectively amazon and S&P monthly returns Rtbit the return on the treasury bills

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