will lead to a decrease/increase

5. Regression analysis of Interest rate risk Suppose that Wilson Bank seeks to understand its exposure to interest rate risk. To do this, Wilson performs a regression analysis with the following regression model that relates the bank's performance (as measured by its stock return) to the interest rate and overall market. R = Be + BRBzi+ where R is the bank's stock retur, R is the return on the stock market, i is an interest rate proxy, in percentage terms, and Mis the error term After running the regression on historical data, the coefficient estimate of By is -1.9. Furthermore, analysis of interest rate fluctuations indicates to Wilson that the change in interest rates overall will not exceed 1.5%, with 99% confidence Hint: Both numeric entry boxes should be a positive number According to this analysis, a 1 percent increase in interest rate will lead to the maximum loss will be (with 99% confidence). of Furthermore, according to this model