Use the data to answer the next 3 questions. They can be independently answered. Here is a partial output from a regression of excess stock returns on excess market returns. MS Regression Residual Total df 1 98 99 Significance SS F F 0.09992 0.09992 10.364 0.002106 0.55920 0.00571 0.65912 4. What is the variance of excess stock returns? A. 0.0065912 B. 0.5592000 C. 0.0055920 D. 0.6591200 E. 0.0006657 5. What is the systematic risk (in terms of variance and not standard deviation)? A. 0.0999200 B. 0.0009992 C. 0.5592000 D. 0.0055920 E. 0.0010093 6. What is the unsystematic risk in terms of variance and not standard deviation)? A. 0.0056485 B. 0.0999200 C. 0.0009992 D. 0.5592000 E. 0.0055920 Use the data to answer the next 3 questions. They can be independently answered. Here is a partial output from a regression of excess stock returns on excess market returns. MS Regression Residual Total df 1 98 99 Significance SS F F 0.09992 0.09992 10.364 0.002106 0.55920 0.00571 0.65912 4. What is the variance of excess stock returns? A. 0.0065912 B. 0.5592000 C. 0.0055920 D. 0.6591200 E. 0.0006657 5. What is the systematic risk (in terms of variance and not standard deviation)? A. 0.0999200 B. 0.0009992 C. 0.5592000 D. 0.0055920 E. 0.0010093 6. What is the unsystematic risk in terms of variance and not standard deviation)? A. 0.0056485 B. 0.0999200 C. 0.0009992 D. 0.5592000 E. 0.0055920