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The following table illustrates the regression results from regressing monthly IBM excess returns on monthly S&P 500 excess returns. Regression Statistics Multiple R 0.517 R

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The following table illustrates the regression results from regressing monthly IBM excess returns on monthly S&P 500 excess returns. Regression Statistics Multiple R 0.517 R Square 0.268 Adjusted R Square 0.264 Standard Error 0.080 Observations 180.000 ANOVA F 65.085 Significance F 0.000 Regression Residual Total df 1.000 178.000 179.000 MS 0.422 0.006 SS 0.422 1.153 1.575 Coefficients 0.001 1.120 Intercept Excess Market Standard Error 0.006 0.139 t Stat 0.237 P-value 0.813 0.000 8.068 What percentage of IBM's total risk (variance) can be attributed to the market risk? 51.7% 26.8% 100% 0%

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