Question: You run a regression for a stock's return on a market index and find the following Excel output: Multiple R R-Square Adjusted R-Square Standard Error

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 Intercept Market Coefficients 4.05 1.32 Standard Error 15.44 0.97 t-Stat p-Value 0.26 0.80 1.36 0.10 The characteristic line for this stock is Rstock - Rmarket Multiple Choice 35; 12 4.05; 1.32 15.44; 97 .26; 1.36

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