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Regression Statistics Multiple R 0.6084 R Square 0.3701 Adjusted R Square 0.3659 Standard Error 2.7250 Observations 151 ANOVA df Significance F 0.0000 Regression Residual Total
Regression Statistics Multiple R 0.6084 R Square 0.3701 Adjusted R Square 0.3659 Standard Error 2.7250 Observations 151 ANOVA df Significance F 0.0000 Regression Residual Total 87.5516 MS 650.1058 7.4254 1.0000 149.0000 150.0000 SS 650.1058 1106.3843 1756.4902 Standard Error 0.2230 0.1246 Coefficients 0.0272 1.1662 Intercept X Variable 1 t Stat 0.1221 9.3569 P-value 0.9030 0.0000 Lower 95% -0.4134 0.9199 The above linear regression output was generated by estimating the parameters of the single index model for Apple (AAPL). c. What proportion of Apple's total risk is systematic and what proportion is firm- specific? Explain the significance of each. (5 pts)
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