A factor analysis of the dividend-adjusted returns of ABC Ltd.'s stock price was undertakento determine which economic factors contributed to its performance. The regression wasperformed on 460 observations. The results are as follows:

Table 1:

Predictor Coefficient Standard Error of coefficient

Intercept -0.02430 .005772

All share index 0.02560 .017655

Industrial index 0.04690 .006398

Financial index 0.00120 .001412

Table 2:

Sum of Squared Regression (SSR) 12,466.47

Sum of Squared Errors (SSE) 1,013.22

Sum of Squared Total (SST) 13,479.69

Which one of the following options correctly describes which variables are significant at the 5% level, and the R2 statistic, respectively?

Significant variables at 5% level R^2 statistic

A.Intercept; Industrial index 0.924834

B.Intercept; Industrial index 0.075166

C.All share index; Industrial Index 0.924834

D.All share index; Industrial Index 0.075166