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QUESTION 2 + ;. You obtain the following You run a regression of a stock's...

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QUESTION 2 + ;. You obtain the following You run a regression of a stock's excess return on the market excess return to estimate the one-factor index model Ri= a + BR results: 0.35 Multiple R R Square Adjusted R Square Standard Error Observations 0.12 0.02 38.45 Intercept Market Coefficients 4.05 1.32 Standard Error 15.44 0.97 t Stat 0.26 1.36 P-value .80 .10 This stock has lower systematic risk than a stock with a beta of 1.5 O 0.5

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