You ran a regression of monthly excess returns of Amazon (AMZN) on monthly excess returns of S\&P500 and you got the following output. What's the beta of Amazon? 0.247 0.172 0.016 1.164 QUESTION 12 Is beta statistically significant? Yes, becuase p-value is less than 0.01 Yes, becuase p-value is greater than 0.01 No, becuase p-value is greater than 0.01 No, becuase p-value is less than 0.01 QUESTION 13 How much (what percentage) of the Amazon's total risk is firm specific? 83%17%1.6%1.16% You ran a regression of monthly excess returns of Amazon (AMZN) on monthly excess returns of S\&P500 and you got the following output. What's the beta of Amazon? 0.247 0.172 0.016 1.164 QUESTION 12 Is beta statistically significant? Yes, becuase p-value is less than 0.01 Yes, becuase p-value is greater than 0.01 No, becuase p-value is greater than 0.01 No, becuase p-value is less than 0.01 QUESTION 13 How much (what percentage) of the Amazon's total risk is firm specific? 83%17%1.6%1.16%