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Somehow Excel deleted the Regression Statistics from the analyst's spreadsheet! Luckily the analyst can calculate the missing R Square value with the output that did print. (13) The missing R Square value is closest to A. 0.52 B. 0.92 C. 0.48 D. 0.35 E. 0.035 (14) The beta ( ) coefficient for the stock is A. 0.0169 B. 1.7258 C. 0.2015 D. 0.1863 E. 0.3878 (15) The alpha ( ) for the stock is A. 0.3878 B. 0.1863 C. 0.2015 D. 1.7258 E. 0.0169 A financial analyst calculates the excess monthly return on a stock and a stock market index for the most recent 60 months: Ri(t)=(rirF) excess return on stock i RM(t)=(rMrF) excess return on the market index The analyst then estimates a regression model: Ri(t)=i+iRM(t)+ei(t) Here is the Excel output the analyst will show at a presentation in 5 minutes. SUMMARY OUTPUT Somehow Excel deleted the Regression Statistics from the analyst's spreadsheet! Luckily the analyst can calculate the missing R Square value with the output that did print. (13) The missing R Square value is closest to A. 0.52 B. 0.92 C. 0.48 D. 0.35 E. 0.035 (14) The beta ( ) coefficient for the stock is A. 0.0169 B. 1.7258 C. 0.2015 D. 0.1863 E. 0.3878 (15) The alpha ( ) for the stock is A. 0.3878 B. 0.1863 C. 0.2015 D. 1.7258 E. 0.0169 A financial analyst calculates the excess monthly return on a stock and a stock market index for the most recent 60 months: Ri(t)=(rirF) excess return on stock i RM(t)=(rMrF) excess return on the market index The analyst then estimates a regression model: Ri(t)=i+iRM(t)+ei(t) Here is the Excel output the analyst will show at a presentation in 5 minutes. SUMMARY OUTPUT