Regression Statistics Multiple R 0.739565147 R Square 0.546956607 Adjusted R Square 0.542515005 Standard Error 0.018288453 Observations 60 Standard Coefficients Error Intercept 0.003369895 0.0017977 X Variable 0.820200793 0.1038298 t Stat P-value -1.8745601 0.0637145 11.0970265 3.0714E-19 5. The output above represents a linear regression of the returns of Costco common stock on the returns of the SP500 (the security characteristic line. 60 months of returns were used a) What is the beta for Costco? If the SP500 expected return increases by 50 basis points (0.0050, then what is the change in the predicted return on Costco? b) What is the correlation between Costco and the SP500? What percentage of Costco's return valuation is systematic? What percentage is unsystematic c) Is the standard deviation of returns for the SP500 is equal to 15%, what is the standard deviation of returns on Costco