Problem 6 - The output below represents a linear regression of the returns of Costco common stock on the returns of the SP500. a) What is the beta for Costco? If the SP500 expected return increases by 50 basis points (0.0050), then what is the change in the predicted return on Costco? b) What is the correlation between Costco and the SP500? What percentage of Costco's return valuation is systematic? What percentage is unsystematic c) Is the standard deviation of returns for the SP500 is equal to 16%, what is the standard deviation of returns on Costco