Regression Statistics R (correlations) 0.4327 R Square 0.2138 Adj. R Square 0.2053 Observations 120 Coefficients p-value LCL UCL Intercept 0.419 0.0097 0.1028 1.3684 S&P 500 1.259 0.0000 0.7869 1.6025 LCL - Lower confidence interval (95%) UCL - Upper confidence interval (95%) The table above represents the regression results of Stock A's monthly excess returns versus the S&P 500 monthly excess returns over a 120-month period. Based on the results above, what is the expected monthly return for Stock A when the monthly return for the S&P 500 is 1.26% and the risk-free rate is 0.52%