The bidask spread for stocks depends on the market liquidity for stocks. One measure of liquidity is a stock's trading volume. Below are the results of a regression analysis us- ing the bidask spread at the end of 2002 for a sample of 1,819 NASDAQlisted stocks as the dependent variable and the natural log of trading volume during December 2002 as the independent variable. Several items in the regression output have been intentionally omitted. Use the reported information to ll in the missing values. Regression Statistics Multiple R X2 R-squared X1 Standard error X3 Observations 1819 ANOVA df SS M55 P Signicance F Regression X5 14 .246 X7 X9 0 Residual X6 45 . 893 X8 Total X4 60 . 139 Standard Lower Upper Coefficients Error r-Statistic p-Value 95% 9 5 % Intercept 0.55351 0.018707 29.35540 0 0.52132 0.59520 Slope coefficient ~0.04375 0.001842 X10 0 X11 X12