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For this and the next 2 questions. The following is a market model regression output. The dependent variable is Abbott Laboratories (ABT) and the explanatory

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For this and the next 2 questions. The following is a market model regression output. The dependent variable is Abbott Laboratories (ABT) and the explanatory variable is S&P 500 total return index. What proportion of the total variation in ABT is explained by the regression? 2 5 Regression Statistics Multiple R 0.3341 R Square 0.1116 Adjusted R Square 0.1079 Standard Error 0.0560 Observations 242 8 ANOVA d! 21 P-value 0.0000 1 Regression Residual Total SS 0.0945 0.7522 0.8467 MS F 0.0945 30.1556 0.0031 240 241 24 Intercept SPTR Coeff. -0.0067 0.4542 Sld. Err. 0.0036 0.0827 Stat -1.8253 5.4914 P-value 0.0692 0.0000 27 1) About 33,4% 30 2) About 11.16% 3) About 5.6%

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