Question: The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500). Is FORD more or less risky than the

The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500).

The output below is generated 4 from regressing FORDs excess returns on

Is FORD more or less risky than the S&P 500?

How did FORD perform relative to the market on a risk-adjusted basis? (assuming CAPM is true)

How well does CAPM explain the returns on FORD?

Coefficient Estimate -0.01 0.09 0.95 60 P-value P 0.02 0.01 Intercept Market index Adj R-sq Observations Coefficient Estimate -0.01 0.09 0.95 60 P-value P 0.02 0.01 Intercept Market index Adj R-sq Observations

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