Table 2 provides the results from the index model as below: () = + () + () (1) Where () is a daily return of AstraZeneca PLC at day t. () is a daily return of S&P500 at day t and () is the residual at day t. Analyse the systematic risk exposure of AstraZeneca PLC from Table 2 below

(400 words)

Table 2: Index Model Results for AstraZeneca PLC, Oct 14 2016-Oct 132021 SUMMARY OUTPUT Table 2: Index Model Results for AstraZeneca PLC, Oct 14 2016-Oct 132021 SUMMARY OUTPUT