During the lecture we talked about how a CAPM-based regression equation for IBM excess returns could be written as RIBM=+IBMRM+e. Assume you used 2-years of historical monthly data to estimate the alpha and beta. Assume the estimated alpha is .15 and the beta is 1.2 . Assume the standard deviation in IBM excess returns is 32 and the standard deviation in market excess return is .20 . What would the r-square value be from the regression? (Hint: Slide \#23 in the Regression PowerPoint file talks about this.) 0.5625 .7500 .4375