Question: 0.35 0.12 Multiple R R-Square Adjusted R- Square Standard Error Observations 0.02 38.45 12 Coefficients Intercept 4.05 Market 1.32 Standard Error 15.44 0.97 P- Stat
0.35 0.12 Multiple R R-Square Adjusted R- Square Standard Error Observations 0.02 38.45 12 Coefficients Intercept 4.05 Market 1.32 Standard Error 15.44 0.97 P- Stat Value 0.26 0.80 1.36 0.10 You run a regression for a stock's return on a market index and find the Excel output shown above. The characteristic line for this stock is Rstock ... Remarket 1).35:12 2) 4.05: 1.32 3) 15.44.97 4) 26; 1.36
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
