Suppose we are interested in the relationship between the return on the risk-free asset (T-bills) and the

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Suppose we are interested in the relationship between the return on the risk-free asset (T-bills) and the return on the NYSE index.

(a) Estimate the intercept and the slope for a regression of R_m,t on R_f,t.

(b) Compute the standard error of the regression and use a t-test to test the significance of b.

(c) Calculate a 99 % confidence interval for b.

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Statistics For Business And Financial Economics

ISBN: 9781461458975

3rd Edition

Authors: Cheng Few Lee , John C Lee , Alice C Lee

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Question Posted: Mar 03, 2024 07:00 AM

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Suppose we are interested in the relationship between the return on the risk-free asset (T-bills) and the

Question:

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Statistics For Business And Financial Economics

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