You perform a regression analysis of a hedge funds returns against an industry benchmark. You have 50
Question:
You perform a regression analysis of a hedge fund’s returns against an industry benchmark.
You have 50 data points.The total sum of squares (TSS) is 13.50%.The residual sum of squares (RSS) is 10.80%. What is the R2?
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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