16. You have just run a regression of monthly returns on MAD Inc., a newspaper and magazine publisher, against returns on the S&P 500, and arrived at the following result RMAD = - 0.05% + 1.20 RS&P The regression has an R-squared of 22%. The current T.Bill rate is 5.5% and the current T.Bond rate is 6.5%. The riskfree rate during the period of the regression was 6%.. Answer the following questions relating to the regression h 21. Based upon the intercept, you can conclude that the stock did A. 0.05% worse than expected on a monthly basis, during the regression. B. 0.05% better than expected on a monthly basis during the period of the regression C. 1.25% better than expected on a monthly basis during the period of the regression. D. 1.25% worse than expected on a monthly basis during the period of the regression