You ran a regression of monthly returns on Company X against monthly returns on the S&P 500 over the past 5 years and have the following output: Return on Company X= -0.0033+1.0983 (Rm) The standard error of the beta estimate is 0.1456 and the R squared is 0.4997. The current 10-year T Bond rate is 0.85% and the current one-year T-Bill rate is 0.12%. The market risk premium using T-Bond rates is 4.83% and using T-Bill rates it is 8.18%. 50.03% of the risk in Company X is firm specific risk. This statement is: True False