T- From the finance theory, the Capital Asset pricing Model postulates a relationship between the returns on a particular stock and the market return according to the following model: E(R, -r) - B.E(R. -r)+u, Where: R. Return on asset i, Return on the market as a whole, The risk-free rate of return. An asset's risk premium is the excess of its return over the risk-free rate, therefore this equation relates the risk premium of asset i to the risk premium on the market. Assets having risk premia that fluctuate less than one-for-one with the market are called defensive assets, and those whose risk premia fluctuate more than one-for-one with the market are called aggressive assets. R 5. From your regression results, what proportion of the total variability of the Xerox risk premium is attributable to systematic risk? month ibm Xerox tbills 63.7 -0.004 0.2471 0.1653 nyse -0.0095 0.0506 0.002582177 0.002725439 63.8 0.0259 63.9 0.0163 -0.0075 -0.0134 0.002773143 63.1 0.0929 0.2954 0.0163 0.00283294 63.11 -0.0152 0.0274 -0.0068 0.002888661 63.12 0.0448 0.1389 0.0075 0.002889469 64.1 0.069 -0.0772 0.0201 0.002894312 64.2 0.0521 0.0095 64.3 0.0444 0.0784 64.4 -0.0404 0.1141 64.5 0.0549 0.2228 64.6 -0.0063 -0.0013 0.027 0.002896734 0.0314 0.002913684 -0.0031 0.002857978 0.0116 0.002856363 0.0154 0.002853133 0.0277 0.00285394 -0.009 0.002875743 0.037 0.002892698 0.017 0.002931438 64.7 -0.0314 -0.0935 64.8 -0.0438 -0.042 64.9 -0.0091 0.2213 64.1 -0.0378 -0.1221 64.11 -0.0149 -0.1168 0.0007 0.002970969 64.12 -0.0073 0.045 -0.0069 0.003157904 65.1 0.0952 0.1255 0.0537 0.003135363 65.2 0.0195 0.1239 0.0278 0.003216645 0.0053 0.003227101 65.3 -0.0033 -0.0311 65.4 0.0677 0.1253 65.5 -0.0113 0.0791 0.0359 0.003219058 -0.0079 0.003189291 65.6 -0.0418 -0.0358 -0.0743 0.00312087 0.003137779 65.7 0.0459 0.0947 0.0291 65.8 0.0449 0.1022 0.0451 0.003141804 65.9 0.0271 -0.0088 0.0308 0.003202969 65.1 0.04 0.0356 0.0474 0.003299461 65.11 -0.0122 0.1219 0.03 0.003339636 65.12 -0.0495 0.0313 0.0327 0.00356429 66.1 -0.006 0.0755 0.0435 0.003751613 66.2 0.0413 0.0834 0.0109 0.003810772 66.3 0.0019 0.0454 -0.0219 0.003775601 66.4 0.0804 0.0269 0.0337 0.003763608 66.5 -0.022 -0.0406 -0.0724 0.003788392 66.6 -0.0296 0.0155 -0.0046 0.003706019 66.7 -0.0278 -0.0738 -0.0127 0.003958502 66.8 -0.0562 -0.2191 -0.0931 0.00401992 66.9 -0.0094 -0.0148 -0.0143 0.004357375 66.1 0.0457 -0.0736 0.0127 0.004381998 66.11 0.1358 0.267 0.0382 0.004347841 66.12 -0.012 -0.0366 0.0162 0.004079702 67.1 0.0754 0.1703 0.1428 0.003881872 67.2 0.0791 0.0784 0.0209 0.00371802 67.3 0.0488 0.125 0.032 0.003504971 67.4 0.1009 0.0228 0.0365 0.003154684 67.5 -0.0352 -0.0506 -0.0179 0.002983874 67.6 0.067 0.0055 0.0516 0.002854748 67.7 0.0206 -0.0183 0.0709 0.003521007 67.8 -0.0136 -0.0173 0.0028 0.003494546 67.9 0.097 0.0551 0.0378 0.003635582 67.1 0.0825 0.0531 -0.0359 0.003745216 67.11 0.033 -0.0022 0.0067 0.003884268 67.12 0.0245 0.0395 0.0554 0.004083686 68.1 -0.0518 -0.165 -0.0035 0.004138649 68.2 -0.0222 -0.0253 -0.0416 0.004049417 68.3 0.056 -0.0183 -0.0045 0.004188803 68.4 0.1061 0.1489 0.1164 0.004364524 68.5 0.0558 0.0904 0.0586 0.004567652 68.6 -0.0091 -0.0182 0.0192 0.004506603