You run a regression of Ri-Rf (return of asset i in % minus risk-free rate in %6) against Rm-Rf (return of market in % minus risk-free rate in %). You obtain the following output: (1) the constant is 2% with a standard error of 10%; (2) the BETA is 3 with a standard error of 1; (3) the R2 (R-squared) is 0.95. Which statements are correct? The constant is not statistically different from zero The BETA is statistically different from zero The proportion of unique risk of asset i is 0.95 The BETA is not statistically different from zero The BETA-estimate indicates that asset i is less risky than the market portfolio If the market risk premium is 5%, then the expected excess return of asset i is 15% If the market risk premium is 5%, then the expected excess return of asset i is 15% You run a regression of Ri-Rf (return of asset i in % minus risk-free rate in %6) against Rm-Rf (return of market in % minus risk-free rate in %). You obtain the following output: (1) the constant is 2% with a standard error of 10%; (2) the BETA is 3 with a standard error of 1; (3) the R2 (R-squared) is 0.95. Which statements are correct? The constant is not statistically different from zero The BETA is statistically different from zero The proportion of unique risk of asset i is 0.95 The BETA is not statistically different from zero The BETA-estimate indicates that asset i is less risky than the market portfolio If the market risk premium is 5%, then the expected excess return of asset i is 15% If the market risk premium is 5%, then the expected excess return of asset i is 15%