You run a regression of a stock's returns versus a market index and find the following: Coefficients Lower 95% Upper 95% Intercept 0.789 -1.556 3.457 Slope 0.890 0.6541 1.465 Based on the data, you know that the stock ________. 0. earned a positive alpha that is statistically significantly different from zero

1. has a beta that is likely to be anything between .6541 and 1.465 inclusive

2. has no systematic risk

3. has a beta precisely equal to .890