Risk 1. (10) You have the following information from regression for Ajax Corp.: Item Value Intercept .035 Beta 1.36 R-square .298 a. Based on the beta, is this stock aggressive or conservative? b. What percent of Ajax's risk is market risk and how much is unique risk? c. Did the stock perform better, worse or as expected (See alpha or Jensen's alpha)? d. If the risk-free rate is 2% and the return on the S&P 500 is 8%, use the CAPM to estimate the return for Ajax. Risk 1. (10) You have the following information from regression for Ajax Corp.: Item Value Intercept .035 Beta 1.36 R-square .298 a. Based on the beta, is this stock aggressive or conservative? b. What percent of Ajax's risk is market risk and how much is unique risk? c. Did the stock perform better, worse or as expected (See alpha or Jensen's alpha)? d. If the risk-free rate is 2% and the return on the S&P 500 is 8%, use the CAPM to estimate the return for Ajax