Question: You run a regression for a stock's return on a market index and find the following Excel output: 16 Multiple R R-Square Adjusted R-Square Standard

You run a regression for a stock's return on a market

You run a regression for a stock's return on a market index and find the following Excel output: 16 Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 00:52:20 12 Intercept Market Coefficients 4.05 1.32 Standard Error 15.44 0.97 t-Stat p-Value 0.26 0.80 1.36 This stock has greater systematic risk than a stock with a beta of Multiple Choice

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