You have obtained the regression output below from a regression of stock A's returns on the S&P 500 index's returns. What is the beta of stock A? Regression Outputs SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.12 0.01 0.009 0.03 79 ANOVA df SS F Significance F 0.978 0.327 Regression Residual Total 1 77 78 MS 0.001 0.001 0.068 0.001 0.069 Intercept X Variable 1 Coefficients Standard Error Star P-value 0.005 0.005 1.836 0.072 0.890 0.102 0.989 0.327 Lower 9596 -0.001 -0.103 Upper 95% Lower 95.0% Upper 95.0% 0.017 -0.001 0.017 0.305 -0.103 0.305 0.12 0.072 Adjusted R Square Standard Error Observations 0.009 0.03 79 ANOVA df SS F Significance F 0.978 0.327 Regression Residual Total MS 0.001 0.001 0.068 0.001 0.069 1 77 78 Intercept X Variable 1 Coefficients Standard Error Star P-value 0.00$ 0.005 1.836 0.072 0.898 0.102 0.989 0.327 Lower 95% -0.001 -0.103 Upper 95% Lower 95.0% Upper 95.0% 0.017 -0.001 0.017 0.305 -0.103 0.305 O 0.12 0.072 0.005 0.890 0.327