1. the market risk exposure of this stock is?

2. the characteristic line for this stock is R_GE - R_f =

3. the stock is ______% riskier than the market

4. As per CAPM, the expected market return gave an expected return on the security of 1.35

Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 observations 12 coefficient standard error t-stat p-value intereept 4.05 15.44 .26 .80 market 1.32 0.97 1.36 0.10