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See below for the results from regressing Air New Zealand stock returns on the NZX50 portfolio returns. Choose all correct statement(s). SUMMARY OUTPUT Regression Statistics

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See below for the results from regressing Air New Zealand stock returns on the NZX50 portfolio returns. Choose all correct statement(s). SUMMARY OUTPUT Regression Statistics Multiple R 0.559334 R Square 0.312855 Adjusted R Square 0.307032 Standard Error 0.089635 Observations 120 ANOVA df SS MS F Significance F 0.43165 53.72498 3.13077E-11 1 0.431650046 Regression Residual 118 0.948063774 0.008034 Total 119 1.37971382 t Stat P-value Lower 95% Upper 95% Coefficient: Standard Error -0.006 0.009 -0.637 0.525 -0.023 0.012 Intercept X Variable 1 2.035 0.278 7.330 0.000 1.485 2.585 There is about 90% chance that the beta is between 1.485 and 2.585. The levered beta estimated from this regression is 2.035. The unlevered beta estimated from this regression is 2.035. There is about 95% chance that the beta is between 1.485 and 2.585

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