you run a regression of a stock's excess returns versus a market index's excess returns and find the following:

Based on the regression result, you know that the stock has beta of

a) 0.000

b) 0.271

c) 0.602

d) 1.112

e) 1.328

1 Star P-value Standard Error 0.542 0.206 Coefficients 0.602 1.328 Lower 95% -0.482 0.922 Upper 95% 1.685 1.734 Lower 95.0% -0.482 0.922 Upper 95.0% 1.685 1.734 Intercept R(S&P500) - TE 1.112 6.448 0.271 0.000