Question 10 (1 point) You ran a regression of monthly returns on Company X against monthly returns on the S&P 500 over the past 5 years and have the following output: Return on Company X=-0.01459 + 1.6896(Rm) The standard error of the beta estimate is 0.4525 and the R squared is 0.1965. The current 10-year T Bond rate is 0.70% and the current one-year T-Bill rate is 0.15%. The market risk premium using T-Bond rates is 4.83% and using T-Bill rates it is 8.18%. The average T-Bond rate over the past 5 years was 2.5%. The annualized Jensen's alpha is: a) -14.69% b) - 1.32% c) 3.23% d) -15.78% Question 10 (1 point) You ran a regression of monthly returns on Company X against monthly returns on the S&P 500 over the past 5 years and have the following output: Return on Company X=-0.01459 + 1.6896(Rm) The standard error of the beta estimate is 0.4525 and the R squared is 0.1965. The current 10-year T Bond rate is 0.70% and the current one-year T-Bill rate is 0.15%. The market risk premium using T-Bond rates is 4.83% and using T-Bill rates it is 8.18%. The average T-Bond rate over the past 5 years was 2.5%. The annualized Jensen's alpha is: a) -14.69% b) - 1.32% c) 3.23% d) -15.78%