Please refer to data spreadsheet, tab CAPM. Please run CAPM regression and describe how well the model explains returns of the small capitalization/high book-to-market portfolio (consider coefficients of determination, regression coefficients and their significance)

K M N P H Regression Statistics Multiple R 0.938145418 R Square 0.880116825 Adjusted R Square 0.87985621 Standard Error 3.264157788 Observations 462 ANOVA df Regression Residual Total SS MS F ignificance F 1 35981.74 35981.74 3377.068884 5.2E-214 460 4901.174 10.65473 461 40882.92 Intercept X Variable 1 Coefficients 'andard Err t Stat P-value Lower 95%Upper 95%ower 95.0%/pper 95.0% 0.031399619 0.153252 0.204888 0.837749919 -0.26976 0.332561 -0.26976 0.332561 1.385233573 0.023837 58.11255 5.1561E-214 1.338391 1.432077 1.338391 1.432077 K M N P H Regression Statistics Multiple R 0.938145418 R Square 0.880116825 Adjusted R Square 0.87985621 Standard Error 3.264157788 Observations 462 ANOVA df Regression Residual Total SS MS F ignificance F 1 35981.74 35981.74 3377.068884 5.2E-214 460 4901.174 10.65473 461 40882.92 Intercept X Variable 1 Coefficients 'andard Err t Stat P-value Lower 95%Upper 95%ower 95.0%/pper 95.0% 0.031399619 0.153252 0.204888 0.837749919 -0.26976 0.332561 -0.26976 0.332561 1.385233573 0.023837 58.11255 5.1561E-214 1.338391 1.432077 1.338391 1.432077