5. Using annual data on stocks returns for Timex, you run the regression rTimext - r;= a Timex + BTimex(rmktt - rf) + ETimex.t and obtain the following information: Summary Output Regression Statistics R Square 0.12 Observations 12 Coefficients Standard Error t Stat Intercept 4.05 15.44 0.26 Market 1.32 0.528 2.50 We decide that the CAPM model does not hold for this stock because A) B) C) D) E) B is statisticallysignificant aisstatistically significant A and B all of the above none of the above