You are partner at Ernst and Young, and an analyst shows you the following regression output, done in Excel, of a stock's return on the difference between the market return and the risk free return. This is the screenshot. What is the alpha of the stock? [4) (2 Points) SUMMARY OUTPUT Regression Statistics Multiple R 0.991992987 R Square 0.984050087 Adjusted R Squa 0.983661064 Standard Error 0.004580191 Observations 43 ANOVA df SS MS F Significance F Regression 1 0.053065211 0.053065211 2529.547 1.78967E-38 Residual 41 0.000860104 2.09781E-05 Total 42 0.053925315 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 0.000515956 0.000712079 0.724577382 0.472826 -0.000922117 0.001954029 -0.000922117 0.001954029 X Varia

You are partner at Ernst and Young, and an analyst shows you the following regression output, done in Excel, of a stock's return on the difference between the market return and the risk free return. This is the screenshot. What is the alpha of the stock? 4) (2 Points) 1.006 0.99 0.0005 0.02