Use the portfolios regression results and expected returns to answer the following questions. Regression Statistics R Square Adjusted R Square Standard Error Observations 1.66 Intercept Coefficients Standard Error P-value 0.86 0.86 120.00 Mkt-RE -0.12 0.87 t Stat -0.78 26.59 0.15 0.03 Rf 0.02% 0.44 0.00 Expected return Mkt 9.60% 35. How well does the CAPM explain the portfolio's return? (5 points) 36. How risky is the portfolio? (5 points) 37. What is the risk adjusted return? (5 points) 38. What is the portfolio's expected return? (5 points) Use the portfolios regression results and expected returns to answer the following questions. Regression Statistics R Square Adjusted R Square Standard Error Observations 1.66 Intercept Coefficients Standard Error P-value 0.86 0.86 120.00 Mkt-RE -0.12 0.87 t Stat -0.78 26.59 0.15 0.03 Rf 0.02% 0.44 0.00 Expected return Mkt 9.60% 35. How well does the CAPM explain the portfolio's return? (5 points) 36. How risky is the portfolio? (5 points) 37. What is the risk adjusted return? (5 points) 38. What is the portfolio's expected return? (5 points)