Source SS df MS Number of obs 63 F(1, 61) 105. 58 Model . 781058996 1 . 781058996 Prob > F 0.0000 Residual . 451264512 61 . 007397779 R-squared 11 01 01 1 1 0.6338 Adj R-squared 8.6278 Total | 1.23232351 62 . 019876186 Root MSE . 08601 exmicrosoft | Coefficient Std. err. t P> | t| [95% conf. interval] exmarket 5632281 . 0548142 10.28 0.000 . 4536203 . 6728358 cons . 0001299 . 0108365 0. 01 0.990 -. 0215391 . 0217988 Where: exmicrosoft the excess return (%) on Microsoft shares exmarket the excess return (%) on the stock index (market portfolio) Which of the following will be the correct conclusion? A. If the excess return on the stock index increases by 1, the excess return on shares on the company will be 0.56 higher on average, and that it is a defensive stock. B. If the excess return on the stock index increases by 1, the excess return on shares on the company will be 0.56 higher on average, and that it is an aggressive stock. If the excess return on the stock index increases by 1%, the excess return on shares on the company will be 0.56% higher on average, and that it is a defensive stock. D.If the excess return on the stock index increases by 1%, the excess return on shares on the company will be 0.56% higher on average, and that it is an aggressive stock