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When calculating the beta of security by running a simple regression in Excel, which of the following is NOT true? O The alpha or intercept

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When calculating the beta of security by running a simple regression in Excel, which of the following is NOT true? O The alpha or intercept coefficient in the output table measures by how much the security outperformed the market index, adjusted for risk. O The beta can be found in the X Variable coefficient cell in the output table. O The market index should be used as the 'dependent' variable Y. The returns for the security should be the 'independent' variable X. O If the R-Square in the output table is .20, that means that 20% of the variation in the dependent variable can be explained by variations in the independent variable

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