Estimating Index Model Coefficients An analyst estimates a security characteristic line using a single index model and finds the following statistics: Coefficient Std. P-value Lower Upper Error 95% 95% Intercept 0.0109 0.0016 0.1109 -0.0153 +0.0224 Rm- RE 1.027 0.0275 7.691E-07 0.7569 1.575 points Skipped and we We know from the results that the estimate of the stock's alpha is ____ know with 95% confidence the alpha is eBook Print Multiple Choice References C ) 1.09%; insignificantly different from zero O 1.09%; significantly different from zero. between 1.09 and 1.027; significantly different from zero 0 1.027between 1 and 2 Estimating Index Model Coefficients An analyst estimates a security characteristic line using a single index model and finds the following statistics: Coefficient Std. P-value Lower Upper Error 95% 95% Intercept 0.0109 0.0016 0.1109 -0.0153 +0.0224 Rm- RE 1.027 0.0275 7.691E-07 0.7569 1.575 points Skipped and we We know from the results that the estimate of the stock's alpha is ____ know with 95% confidence the alpha is eBook Print Multiple Choice References C ) 1.09%; insignificantly different from zero O 1.09%; significantly different from zero. between 1.09 and 1.027; significantly different from zero 0 1.027between 1 and 2