Question: Use the partial regression results provided below to determine which stock is most sensitive to the factor. aX=0.062 and bX=1.43 aZ=0.022 and bZ=0.25 aW=0.051 and

Use the partial regression results provided below to determine which stock is most sensitive to the factor. aX=0.062 and bX=1.43 aZ=0.022 and bZ=0.25 aW=0.051 and bW=0.45 aY=0.141 and bY=0.79 Use the following regression results to calculate Cov(rX,rY). The standard deviation of the factor is 0.0382. Assume all assumptions of a single factor model hold (i.e., Cov(eX,ey)=0. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%) rX,t=0.013+0.79ft+eX,trY,t=0.000+1.43ft+eY,t
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