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)
　　高頓網(wǎng)校免費(fèi)題庫，通過針對性地講解、訓(xùn)練、答疑、?？迹瑢W(xué)習(xí)過程進(jìn)行全程跟蹤、專家權(quán)威解析與指導(dǎo)，幫助考生全面提升備考效果。>>>點(diǎn)擊進(jìn)入“每日一練--免費(fèi)在線測試”
        FRM考試在線高清視頻指導(dǎo)