4. You run a regression of monthly return of Miami Inc , on the S&P 500 index and come up with the following output for the period 2010 - 2015 . Intercept of the regression = 0. 06% Slope of the regression = 0 . 46 Standard error of X - coefficient = 0. 20 R squared = 5% There are 20 million shares outstanding and the current market price is $2 per share . a ) What proportion of the stock risk was market risk and what proportion was firm - specific risk ? b ) What will an investor in Miami's stock require as a return if the 10 - year T- bond rate is 2. 2 2 % and a market risk premium is 5%