Regression Statistics R Square 0.254521062 Standard Error 0.039970315 Observations 61 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 0.00384728 0.005126715 0.750437693 0.45597358 -0.006411253 0.014105814 SAF 0.504724665 0.112456445 4.488179107 3.38683E-05 0.279699841 0.72974949 SCL Regression for Bank of America (BAC) Regression Statistics R Square 0.410125324 Standard Error 0.133824915 Observations 61 Coefficients Standard Error t Stat P_value Lower 95% Upper 95% Intercept 0.004883104 0.017164794 0.284483706 0.777035839 -0.029463569 0.039229778 S&F 2.411505069 0.376516277 6.404783046 2.72844E-08 1.658097745 3.164912393 (a) What is the alpha and beta for Pepsi (PEP) and Bank of America (BAC)? Explain. (b) Are either PEP or BAC mispriced? Explain. (c) Assume the standard deviation of the market portfolio is 15%. Does PEP or BAC have a higher variance? (d) "A higher fraction of PEP's variance is due to unsystematic risk."Is this statement true or false? Explain