8 In a regression of the monthly excess returns on XYZ with the monthly excess return on the SPY Based on this relationship, in months when, on average, the excess return on the market is 1% higher than expected, the average excess return on XYZ will be best estimated to be ETF you found that the intercept is 0.5% and the slope is 1.5. A. 2% higher than expected B. 1.5% higher than expected C. 0.25% higher than expected D.as expected. 9. Stock A has a beta of 1.4 and stock B has a beta of -0.2. If you want your portfolio to be market neutral" how would you split your investment of $10,000 between the two stocks? A. $5,000 in each stock B. short $2,500 of stock B and buy $12,500 C. buy $2500 of A and $7,500 of B D. Buy $1,250 of A and $8,750 of B E. none of the above