Question 10 2 pts Below you are given the Excel output from regressing Ford's monthly excess returns on market index excess returns. Which of the following is not true? Regression Statistics Multiple R R Square Adjusted R Square 0.60 0.36 0.35 0.05 60 Standard Error Observations Intercept Market Exc Return Coefficients Standard Error -1.19% 0.01 1.07 0.19 t Star -1.74 5.73 O 36% of Ford's return variance is firm-specific O The security market line for Ford will be positively sloped The security market line for Ford will have a negative intercept Ford has an alpha of -1.19% O Ford has a beta of 1.07