Question 6 You are estimating the regression model of the single factor model for Philip Morris (PM) and Ford (F) over a period of 5 years from April 2015 to March 2020, using monthly returns and find: Regression Statistics Stock: PM R-squared Std. Error Observations 0.225 41.644 60 Intercept Market Return Coefficient Std. Error t-Stat p-Value -0.156 0.839 -0.185 0.854 0.841 0.205 4.102 0.000 Regression Statistics Stock: F R-squared Std. Error Observations 0.515 31.573 60 Intercept Market Return Coefficient Std. Error -2.224 0.731 1.401 0.178 t-Stat p-Value -3.043 0.004 7.847 0.000 a. Which of these companies has the higher market risk? PM Enter PM for Philip Morris or F for Ford. b. Which of these companies has the higher firm-specific risk? F Enter PM for Philip Morris or F for Ford. Make sure you are using the exact spelling as given above to receive full credit. Question 6 You are estimating the regression model of the single factor model for Philip Morris (PM) and Ford (F) over a period of 5 years from April 2015 to March 2020, using monthly returns and find: Regression Statistics Stock: PM R-squared Std. Error Observations 0.225 41.644 60 Intercept Market Return Coefficient Std. Error t-Stat p-Value -0.156 0.839 -0.185 0.854 0.841 0.205 4.102 0.000 Regression Statistics Stock: F R-squared Std. Error Observations 0.515 31.573 60 Intercept Market Return Coefficient Std. Error -2.224 0.731 1.401 0.178 t-Stat p-Value -3.043 0.004 7.847 0.000 a. Which of these companies has the higher market risk? PM Enter PM for Philip Morris or F for Ford. b. Which of these companies has the higher firm-specific risk? F Enter PM for Philip Morris or F for Ford. Make sure you are using the exact spelling as given above to receive full credit