BIIB returns because slope of the regression line is smaller

CCE returns, because the dispersion of the returns around regression line is smaller

Can not tell based on the information provided

CCE returns, because slope of the regression line is larger

BIIB returns because Beta estimate is smaller

CCE y = 1.1499x + 0.0002 R2 = 0.5515 12.0% 10.0% . . 8.0% 6.0% 4.0% 2.0% 0.0% R (Stock) O -2.0% -4.0% -6.0% -8.0% - 10.0% -8.0% -6.0% -4.0% -2.0% 0.0% 2.0% 4.0% R (S&P 500) 6.0% 8.0% BIIB y = 0.4775x + 0.0251 R2 = 0.0297 25.0% 20.0% 15.0% 10.0% 5.0% 0.0% R (Stock) -5.0% - 10.0% - 15.0% -20.0% -25.0% -8.0% -6.0% -4.0% -2.0% 0.0% 2.0% 4.0% 6.0% 8.0% R (S&P 500) Based on the 2 graphs above, which stock returns would be more accurate to predict based on the S&P 500 returns and why