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

You run a regression for a stock's return on a market index and find the following Excel output:Multiple RR-SquareAdjusted R-SquareStandard ErrorObservationsInterceptMarketThe stock is0.350.120.0238.4512Coefficients4.051.32StandardError15.440.97riskler than the typical stock.t-Stat p-Value0.260.801.360.10Multiple Choice32.00%15.44%12.07%38.45%

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