答案解析：B
　　The R2 of the regression is calculared as ESS/ISS =
　　(92.648 /117.160)=0.79, which means that the variation in industry returns
　　explains 79% of variation in the stock return. By taking the square
　　root of R2, we can calculatethat the Correlation coefficient  (r) =0.889. The t-statistic for the industry return coefficient is 1.9 / 0.31 =6.13, which is sufficiently large enough for the coefficient to be significantat the 99% confidence interval. Since we have the regression coefficient andintercept, we know that the regression equarion is RatO  - 1.9X + 2.1. Plugging in a value of 4% forthe industry return, we get a stock return of 1.9 (4%) + 2.1 = 9.7%.
　　(SeeBook 1. Topic 17)
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