0.02 from regressing FORD's excess returns on market's excess returns (S&P 500). Coefficient Estimate P-value Intercept -0.01 Market index 0.09 0.01 Adj R-sq 0.95 Observations 60 Is FORD more or less risky than the S&P 5002 How did FORD perform relative to the market on a risk-adjusted basis? (assuming CAPM is true) How well does CAPM explain the returns on FORD? 0.02 from regressing FORD's excess returns on market's excess returns (S&P 500). Coefficient Estimate P-value Intercept -0.01 Market index 0.09 0.01 Adj R-sq 0.95 Observations 60 Is FORD more or less risky than the S&P 5002 How did FORD perform relative to the market on a risk-adjusted basis? (assuming CAPM is true) How well does CAPM explain the returns on FORD