You run a regression of a stock's returns versus a market index and find the following: 10 Intercept Slope Coefficients Lower 95% 0.789 -1.556 0.890 0.6541 Upper 95% 3.457 1.465 01:31:59 Based on the data, you know that the stock Multiple Choice earned a positive alpha that is statistically significantly different from zero has a beta precisely equal to .890 has a beta that is likely to be anything between 6541 and 1.465 inclusive O has no systematic risk Mc You run a regression of a stock's returns versus a market index and find the following: 10 Intercept Slope Coefficients Lower 95% 0.789 -1.556 0.890 0.6541 Upper 95% 3.457 1.465 01:31:59 Based on the data, you know that the stock Multiple Choice earned a positive alpha that is statistically significantly different from zero has a beta precisely equal to .890 has a beta that is likely to be anything between 6541 and 1.465 inclusive O has no systematic risk Mc