Question: You run a regression for a stock's return on a market index and find the following Excel outputMultiple RR - SquareAdjusted R - SquareStandard ErrorObservations

You run a regression for a stock's return on a market index and find the following Excel outputMultiple RR-SquareAdjusted R-SquareStandard ErrorObservations0.350.120.0238.4512InterceptMarketCoefficients4.051.32StandardError15.440.97t-Stat0.261.36This stock has greater systematic risk than a stock with a beta of_p-Value0.800.10

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