Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 59% 35% 34% 3% 60 ANOVA df MS Significance F 0.021 Regression Residual Total 0.021 0.038 0.059 31.346 0.000 58 0.001 59 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% (0.00) 0.44 Intercept 0.01 0.00 1.71 0.09 0.01 X Variable 1 0.68 0.12 5.60 0.00 0.92 What percentage of the total firm return risk is non-systematic? Again, present your response in percent format rounded to the nearest basis point. Do not use the percent sign special character Selected Answer: 35