You run a regression for a stock's return on a market index and find the following Excel output:

$\backslash$table$[[$Multiple R$,0\mathrm{.}35],[$R$-$Square,$0\mathrm{.}12],[$Adjusted R$-$Square,$0\mathrm{.}02],[$Standard Error,$38\mathrm{.}45],[$Observations$,12]]$

$\backslash$table$[[,$Standard$],[$Intercept$,$Coefficients,Error,t$-$Stat,p$-$Value$],[$Market$,4\mathrm{.}05,15\mathrm{.}44,0\mathrm{.}26,0\mathrm{.}80],[,1\mathrm{.}32,0\mathrm{.}97,1\mathrm{.}36,0\mathrm{.}10]]$

This stock has greater systematic risk than a stock with a beta of

Multiple Choice

$0\mathrm{.}50$

$1\mathrm{.}50$

$2\mathrm{.}00$