Question 30 0 out of 5 points An analyst ran a regression for the last 60 months with the monthly returns for Procter and Gamble (PG) as the dependent variable and the monthly returns for the S&P 500 Index as the independent variable. The results are Regression Statistics Multiple R Square 0.521185 0.271634 Adjusted & Sque 0.259076 Standard Error Observations 004096 60 ANOVA SS MS F gnificance F Regression Residual 1 0.03629 0.03629 21.63032 1.964-05 58 0.097309 0.001678 Total 59 0.133599 Intercept XVariable 1 Coefficientsonderd Emn 1 Star P-valve lower 95% Upper 95%ower 95 09pper 95.09 0.003808 0.005288 0.72008 0.474368 0.00678 0.014393 -0.00678 0.014393 0.451966 0097179 4.650841 1.96-05 0.25744 0.646492 025744 0646492 Based on this analysis, the systematic variance of PO steck is,