You run a regression for a stock's return on a market index and find the following Excel output:   Multiple R 0.35   R-Square 0.12   Adjusted R-Square 0.02   Standard Error 38.45   Observations 12       Coefficients   Standard Error t-Stat p-Value Intercept 4.05     15.44   0.26 0.80 Market 1.32     0.97   1.36 0.10   The stock is ________ riskier than the typical stock

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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You run a regression for a stock's return on a market index and find the following Excel output:

 

Multiple R

0.35

 

R-Square

0.12

 

Adjusted R-Square

0.02

 

Standard Error

38.45

 

Observations

12

 

 

 

Coefficients

 

Standard Error

t-Stat

p-Value

Intercept

4.05

 

 

15.44

 

0.26

0.80

Market

1.32

 

 

0.97

 

1.36

0.10

 

The stock is ________ riskier than the typical stock

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