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You are given Pepsi regression analysis: SUMMARY OUTPUT: PEPSI Regression Statistics Multiple R ? R Square . V Adjusted R 0.324686555 Square Standard 4.293616744 Error

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You are given Pepsi regression analysis: SUMMARY OUTPUT: PEPSI Regression Statistics Multiple R ? R Square . V Adjusted R 0.324686555 Square Standard 4.293616744 Error Observations 48 ANOVA df SS MS F Significance F Regression 1 435.0198475 435.0198475 23.5973112 1.41477E-05 Residual 46 848.0166582 18.43514474 Total 47 ? Standard Coefficients t Stat P-value Lower 95% Upper 95% Lower 95.0% Up Error Intercept 0.15045533 0.620246261 0.242573538 0.80941412 -1.098035619 1.398946279 -1.098035619 1. X Variable 1 0.532492845 0.109618162 4.857706373 1.41477E- 0.311842932 0.753142757 0.311842932 0.7 05D Question 1 1 pts 1. The R-square O 33.9% O 40% 66% O No answer text provided. D Question 2 1 pts 1. The multiple R O 0.58 0 5.8 O No answer text provided. O 0.111:) Question 3 1 pts What is the alpha given the P-value? O o 0 0.15045533. 0 No answer text provided. 0 No answer text provided. 1:) Question 4 1 pts What is the value of Beta? 0 0.5324 0 No answer text provided. 0 not signicant 0 No answer text provided. Question 5 1 pts What is the security expected excess return given that we expect the market to generate a 5% excess return in the next month? (Note that all data are monthly data) 0 2.66% o 2% O 2.81% 0 cannot calculate as not enough information Question 6 1 pts What is the market risk, i.e. the standard deviation of the market excess returns? 0 5.71 o 4.29 o 3.04 O No answer text provided

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