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SUMMARY OUTPUT begin{tabular}{|l|r|} hline multicolumn{2}{|c|}{ Regression Statistics } hline Multiple R & 0.5854 hline R Square & 0.3427 hline Adjusted R Square

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image text in transcribed SUMMARY OUTPUT \begin{tabular}{|l|r|} \hline \multicolumn{2}{|c|}{ Regression Statistics } \\ \hline Multiple R & 0.5854 \\ \hline R Square & 0.3427 \\ \hline Adjusted R Square & 0.3234 \\ \hline Standard Error & 0.1140 \\ \hline Observations & 36 \\ \hline \end{tabular} ANOVA \begin{tabular}{|l|r|r|c|r|r|} \hline & df & \multicolumn{1}{|c|}{ SS } & MS & F & Significance F \\ \hline Regression & 1 & 0.2304 & 0.2304 & 17.7299 & 0.0002 \\ \hline Residual & 34 & 0.4419 & 0.0130 & & \\ \hline Total & 35 & 0.6723 & & & \\ \hline \end{tabular} \begin{tabular}{|l|r|r|r|r|r|r|} \hline & Coefficients & Standard Error & t Stat & P-value & \multicolumn{1}{c|}{ Lower 95\% } & Upper 95\% \\ \hline Intercept & 0.0153 & 0.0192 & 0.7929 & 0.4333 & (0.0239) & 0.0544 \\ \hline SPY & 1.3315 & 0.3162 & 4.2107 & 0.0002 & 0.6889 & 1.9741 \\ \hline \end{tabular} 18. Based on the Regression result for KLIC, if Variance of the Residuals is equal 0.0126 and Variance of SPY equals to 0.0037 , what must be the amount total risk for KLIC? A. 0.0163 B. 0.0417 C. 0.0362 D. 0.0192 E. 0.0704

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