Bodie Marcus INVESTMENTS Fourth Edition egression results TGM-r=a+B(rm-re) Estimated coefficient -2.590 1 1357 Std error of estimate (1.547)(0.309 Variance of residuals 12, 601 Std dev of residuals=3.550 R-SQR=0.575 Irwvin/McGrazo-Hill 107 The McGraw-Hill Companies, Inc, 1999Irwin/McGraw-Hill 10-7 © The McGraw-Hill Companies, Inc., 1999 INVESTMENTS Fourth Edition Bodie Kane Marcus Estimated coefficient Std error of estimate Variance of residuals = 12.601 Std dev of residuals = 3.550 R-SQR = 0.575 ß -2.590 (1.547) 1.1357 (0.309) rGM - rf = + ß(rm - rf) α α Regression Results Regression Results