For the regression equation: Y-0.056 +2.5 X If the variable x increase by 10, the variable Y would o increase by 2.5 O Increase by 25 O decrease by 25 O None of the above variablel on 56P 5DO certum variable) SUMMARY OUTPUT Regression Statistics Multiple R 0.3768 R Square 0.1893 Adjusted R Square 0.1256 Standard Error 0.0865 Observations 59 ANOVA Df SS MS F Significance F DEC 4 P W 0 Residual 0.1230 0.0022 Total 50 0.1374 Standard Coefficients Error t Stat P-value Intercept 0.0715 1.0920 0.8013 0.4642 X Variable 1 1.2031 0.2154 5,5848 0.0000 How much variation of stock ABC's excess returns is explained by the regression model? O 100% O 8.65% 0 37.68% O 18.93% R Square 0.1893 Adjusted R Square 0.1256 Standard Error op865 Observations 59 ANOVA Dr SS MS F Significance F Regression 1 0.0143 0.0143 6.6310 0.0126 Residual 57 0.1230 0.0022 Total 58 0.1374 0.0022 Total 58 0.1374 Standard Coefficients Error Stat P.value Intercept or15 1.0920 0.8013 0.4642 X Variable 1 1.2031 0.2154 5.5848 0.0000 Which of the following statement is correct? o We reject the null hypothesis that the intercept is zero because its p-value is greater than 5%. We reject the null hypothesis that the intercept is zero because its p-value is close to 50% o We do not reject the null hypothesis that the intercept is zero because the coefficient is 0.8715