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Question 4 You nave just run a regression of monthly returns on. stock ., a software firm in the US, against returns on the 5$P \$ 500 over the period from 2016-2019, and arrived at the following resuit: Risc=0.0805+1.50 Rsar The regression has an R-squared of 32%. The monthly riskfree rate during the period of the regression was 0.50%. The current T.Bill rate is 5.5% and the current T. Bond rate is 6.5%. The current annual return on the 58P500 index is 12%. a). Based on the regression results, did stock X perform better or worse than expected over he estimation period? And by how much? [20 Marks] 3) Bosed on the regression results, did stock perform better or worse than Expected dver the estimation period? And by how much? [20 Marks] b). What is your expectation for stock X5 return in the future? [20 Marks] c). What is the proportian of stock X 's total risk that is systematic risk? And what is the proportion of firm-specific risk? [20 Marks] d). In estimating beta for stocks using regressions, should we choose a long or a short period and why? [20 Marks] -). Please provide two alternative ways that the underlying firm of stock X can use to reduce ts beta. [20 Marks]