The regression output below is the result of regressing IBM's daily stock returns against those of the Russell 3000 index. Use the output to address the following two questions: 6. The proportion of IBM's returns variability explained by something other than market variability is (A) 36 percent b. 40 percent c. 60 percent d. 64 percent 7. If tomorrow's market return is -0.03 , then IBM's expected return is a. -0.008995 b. 0.008990 e. 0.026506 (d.) -0.027434 (c.) 0.000464 SUMMARY OUTPUT