Regression Statistics

R $($correlations$)0\mathrm{.}4327$

R Square $0\mathrm{.}2138$

Adj. R Square $0\mathrm{.}2053$

Observations $120$

Coefficients p$-$value LCL UCL

Intercept $0\mathrm{.}470\mathrm{.}00970\mathrm{.}10281\mathrm{.}3684$

S&P $5001\mathrm{.}2780\mathrm{.}00000\mathrm{.}78691\mathrm{.}6025$

LCL $-$ Lower confidence interval $(95\%)$

UCL $-$ Upper confidence interval $(95\%)$

The table above represents the regression results of Stock A$\text{'}$s monthly excess returns versus the S&P $500$ monthly excess returns over a $120-$month period. Based on the results above, what is the expected monthly return for Stock A when the monthly return for the S&P $500$ is $1\%$ and the risk$-$free rate is $0\mathrm{.}21\%?$

Note: Enter your answer in percentages, rounded to the nearest second digit after the decimal point. For example, if the expected return is $4\mathrm{.}683\%$ or $0\mathrm{.}04683,$ enter it as: $4\mathrm{.}68$