Please make sure to show your work WHEE L QI: (28 points): Consider regression outputs resulting from two regressions of the form Rua + P RM * regressing excess returns for assets A and B (1-A, B) against excess returns to the market portfolio M. SUMMARY OUTPUT FOR A SUMMARY OUTPUT FOR B Regression Statistics Multiple R 0.188675 R Square 0.160685 Adjusted R 0.147537 Standard Error 0.026243 Observations 120 ANOVA SSMS Regression 1 0.015558 0.025558 104.435 Residual 118 0.081265 0.000689 Total 119 0.096823 Regression Statistics Multiple R 0.904633 R Square 0.875921 Adjusted R 0.857276 Standard Error 0.009704 Observations 120 ANOVA df Regression Residual Total 1 118 119 SS MSF 0.078452 0.083452 319.4510 0.011112 0.000094 0.089564 Coefficients Standard Error Stat P-value 0.001546 2.23738 0.025184 0.043152 20.79287 8.07E-28 0.003459 .897254 0 Coefficients Standard Error Stot P-value Intercept -0.004523 0.007216 -0.62680 0.453759 Intercept K Variable 1 1.063145 0.048949 21.71944 7.25E-28 X Variable 1 Q1.1 (16 points; 2 points each) Report the following: an BAR ?A= OEA- AB= BB : R= OB