β的standard error这个公式怎么来的啊

问题如下：

You fit a CAPM that regresses the excess return of Coca-Cola on the excess market return using 20 years of monthly data. You estimate α = 0.71, β = 1.37, s² = 20.38, σ_x² = 19.82 and μ_x = 0.71. What are the t-statistics for β?

选项：

A.

2.40

B.

0.065

C.

0.295

D.

20.9

解释：