Question 5 1 pts Suppose you run the market model regression, R = 0,+BR + ei, where Ri is the rate of return of stock ! and Rm is the rate of return of the S&P 500 index return. Below is part of the regression output: SUMMARY OUTPUT Coefficients Standard Error t Stat P-value Intercept 0.028324 0.032635 0.867909 0.410722 X Variable 1 0.8686 0.20345 4.269347 0.002727 Given that Var(R) -0.018634 and Var(R.) -0.017164. What is the firm specific risk for firm I? 0.012950188 0.005683857 0.01405875 0.003105962