Provided below is the regression output resulting from using monthly stock returns for Caterpillar, Inc. and the excess return on the S&P 500 (Rm - Rf) to estimate the Beta of the portfolio. Rf was based on the 30-year treasury bond. Use this information to answer the following question: What is the estimated beta of caterpillar? Assume a long- run Market Risk Premium of 8% and a risk- free rate of 3.25%. What required rate of return for CAT is implied by CAPM? How much of CAT's return is explained by nonsystematic risk? Construct the 95% confidence interval for CAT's cost of equity