Is beta statistically significant?

Group of answer choices

Yes, becuase p-value is less than 0.01

Yes, becuase p-value is greater than 0.01

No, becuase p-value is less than 0.01

No, becuase p-value is greater than 0.01

Question 135 pts

How much (what percentage) of the Amazons total risk is firm specific?

Group of answer choices

83%

1.16%

1.6%

17%

Answer the following 3 questions using the below information. You ran a regression of monthly excess returns of Amazon (AMZN) on monthly excess returns of S\&P500 and you got the following output. What's the beta of Amazon? 1.164 0.016 0.172 0.247