Aimee Cho ran a regression of Tesla monthly excess stock returns (in %) on the market excess returns (also in %). Part of the single-factor regression output is shown below.

ANOVA
	df	SS	MS	F	Significance F
Regression	1	1554.1647	1554.165	6.649847	0.01202082
Residual	70	16360.005	233.7144
Total	71	17914.169

What is the standard deviation that represents Tesla's systematic risk? That is, the part of standard deviation that is due to changes in the market.

		4.6786%
		15.18%
		15.54165%
		15.884%