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The attached Excel File contains information regarding the returns (%) on the S&9 500 Market Index and the returns (%) on Amazon Stocks over a

The attached Excel File contains information regarding the returns (%) on the S&9 500 Market Index and the returns (%) on Amazon Stocks over a period of time.

S&P500Amazon
0.0300.042
0.0300.052
0.0390.032
0.0230.084
0.0340.085
0.0000.010
0.0430.021
-0.006-0.030
0.0440.025
0.019-0.013
0.0350.016
0.008-0.008
0.0090.011
0.0150.007
0.0250.005
0.002-0.001
-0.052-0.055
0.0210.029
0.0580.045
0.0280.027
0.0780.072
-0.024-0.023
0.0660.049
0.007-0.015
-0.048-0.040
0.0630.050
0.0630.079
0.0470.046
0.0830.092
-0.065-0.052
0.0570.065
-0.039-0.040
0.0480.022
0.0170.013
0.0110.012
0.0750.084
0.0540.056
0.0100.013
-0.021-0.025
0.0430.048
-0.013-0.009

(1) Please run a regression with the returns on Amazon Stocks as the dependent variable and the returns on the S&P 500 as the independent variable and present your regression output.

(2) Are the intercept and slope coefficients statistically different from 0 at the 1%, 5%, and 10% levels?

(3) What does the R-square imply?

(4) Based on the regression results, what is the predicted return on Amazon Stock if the return on the S&P 500 is 10% (0.1)?

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