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The output below is generated from regressing Fund A's excess returns on market's excess return (s&p 500) Estimate. SE. t Stat. P-value intercept. -0.0098. 0.0077.

The output below is generated from regressing Fund A's excess returns on market's excess return (s&p 500)

Estimate. SE. t Stat. P-value

intercept. -0.0098. 0.0077. -1.267. 0.2068

market index. 1.3258. 0.2157. 6.1451. 0.0000

adj r-sq. 0.3839

Is this Fund A more or less risky than the S&p 500?

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