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14) You run a regression of a stock's returns versus a market index and find the following: Intercept Slope Coefficients Lower 95% 0.789 -1.556 0.890
14) You run a regression of a stock's returns versus a market index and find the following: Intercept Slope Coefficients Lower 95% 0.789 -1.556 0.890 0.6541 Upper 95% 3.457 1.465 Based on the data, you know that the stock A) has a beta that is likely to be anything between 6541 and 1.465 inclusive B) has no systematic risk C) earned a positive alpha that is statistically significantly different from zero D) has a beta precisely equal to 1890
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