You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 Observations 12 Coefficients Standard Error Intercept 4.05 15.44 Market 1.32 0.97 This stock has greater systematic risk than a stock with a beta of .50 t-Stat p-Value 0.26 0.80 1.36 0.10 3 2 1.5