Here is a result of a regression of excess GE stock return on excess market (S&P500) index return, RGE-R;= a +B(RM-Rp) + E, from Excel. Using this result, answer the following questions. Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Coefficients 4.05 1.32 Standard Error 15.44 0.97 -Star 0.26 1.36 p-Value 0.80 0.10 Market 1. The market risk exposure of this stock is 2. The characteristic line for this stock is RGE-Rp= X(RM-RF) 3. The stock is 96 riskier than the market. 4. As per CAPM, the expected market return given an expected return on a security of 11.35 % and a risk-free interest rate of 596 would be %6. (Note: Round to the nearest hundredth.)