Here is a result of a regression of excess GE stock return on excess market (S&P500) index return, R subscript G E end subscript minus R subscript f equals alpha plus beta left parenthesis R subscript M minus R subscript f right parenthesis plus epsilon, from Excel. Using this result, answer the following questions. 1. The market risk exposure of this stock is

2. The characteristic line for this stock is R subscript G E end subscript minus R subscript f = + X left parenthesis R subscript M minus R subscript f right parenthesis

3. The stock is % riskier than the market.

4. As per CAPM, the expected market return given an expected return on the security of 11.35 % and a risk-free interest rate of 5% would be %. (Note: Round to the nearest hundredth.)