Question #9 Estimating Beta for GM Regression Equation: (R - RF) = a+ B(RM - RF) + & Regression Statistics Multiple R 0.5549 R-squared 0.3079 Standard error of estimate 0.0985 Observations 60 Coefficients Standard Error *-Statistic Alpha 0.0036 0.0127 0.2840 Beta 1.1958 0.2354 5.0795 Test using both confidence interval and t-statistic, the null hypothesis, HO, that B for GM equals 1 against the alternative hypothesis that B does not equal 1 at the 10, 5 and 1% significance level