efox File Edit View History Bookmarks Tools Window Help Co BUSN 4000: Summer 2022 Test X O & https://www.webassign.net/web/Student/Assignment-Responses/last?dep=29539318 Started Apple @ Bing Google @ Yahoo @ Gmail Facebook @ d21 @ Home | Nutrition Clu... @ Login - University o... @ Gmail @ YouTube Maps | You are sharing your entire screen. Stop Sharing Risk Management: Risk measurement is used to recognize and evaluate the financial risks in portfolios of securities at mutual funds, hedge funds, endowments, corporation and other non-financial institutions. Portfolio risk arises because the values of the constituent securities change over time in response to changes in risk factors, e.g., interest rates, exchange rates, stock prices, commodity prices, etc. Fit a regression model to predict Portfolio Loss from the four explanatory variables listed below. For the variable Management Type, code the data so that "Passive" is the reference group. The data are available in the worksheet entitled "Risk Management". y, Portfolio Loss x1, Interest Rates (% Increase) X2, Exchange Rates (% Increase) X3, Number of Months on the Books (Months) x4, Management Type (ManagementType, Coded A = Active, P = Passive) On average, is there a difference in Portfolio Loss between Active and Passive management types after accounting for the effects of all of the other explanatory variables? Use a 5% level of significance. O Ho: P3 = 0 Ha: B3 + 0 O Ho: B4 = 0 Ha: B4 + 0 O Ho: Bo = 0 Ha: Bo # 0 O Ho: B2 = 0 Ha: B2 + 0 O Ho: P1 = 0 Ha: B1 + 0 JUL 1 27 F Q N PIZA O