Regression Statistics Multiple R 0.475588 R Square 0.226184 Adjusted R Square 0.202002 Standard Error 0.074983 Observations 34 ANOVA df F 9.353511 Regression Residual Total 1 32 33 SS 0.052590 0.179919 0.232509 MS 0.052590 0.005622 Intercept S&P 500 Coefficients 0.030940 1.299582 Standard Error 0.013454 0.424929 t Stat 2.299711 3.058351 P-value 0.028138 0.004473 R(LUV) = Intercept + B, * R(S&P 500) +e; 30. Based on the 1M Regression result for the South West Airlines: R(LUV) - Intercept + BAR(S&P 500) + e if Su Dev. of the Residuals is equal to 5.62% and Variance of S&P 500 equals to 4 27%, what must be the amount total risk for the South West Airlines? A02004175 B 0.006238 C. 0.008742 D. 0.009013 E. 0.007046