Question: For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R 0.945364 R Square 0.893714 Adjusted R 0.88812 Standard E 1.211465 Observatic 61 ANOVA Significance F

 For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R 0.945364

For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R 0.945364 R Square 0.893714 Adjusted R 0.88812 Standard E 1.211465 Observatic 61 ANOVA Significance F 1.03895E-27 Regressior Residual df SS MS F 3 703.4257 234.4752 159.7625 57 83.65596 1.467648 60 787.0816 Total Coefficientsandard Erret Stat P-value Lower 95% Upper 95%ower 95.09/pper 95.0% Intercept -0.37313 0.172766 -2.15975 0.035012 -0.719090107 -0.02717 -0.71909 -0.02717 Mkt-RF 1.16765 0.055737 20.9492 1.87E-28 1.056038032 1.279262 1.056038 1.279262 SMB 0.044066 0.068291 0.645265 0.521344 -0.092684148 0.180815 -0.09268 0.180815 HML 0.14649 0.071428 2.05088 0.044886 0.003458134 0.289521 0.003458 0.289521 20. Examining the figure above, what is the information ratio? For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R 0.945364 R Square 0.893714 Adjusted R 0.88812 Standard E 1.211465 Observatic 61 ANOVA Significance F 1.03895E-27 Regressior Residual df SS MS F 3 703.4257 234.4752 159.7625 57 83.65596 1.467648 60 787.0816 Total Coefficientsandard Erret Stat P-value Lower 95% Upper 95%ower 95.09/pper 95.0% Intercept -0.37313 0.172766 -2.15975 0.035012 -0.719090107 -0.02717 -0.71909 -0.02717 Mkt-RF 1.16765 0.055737 20.9492 1.87E-28 1.056038032 1.279262 1.056038 1.279262 SMB 0.044066 0.068291 0.645265 0.521344 -0.092684148 0.180815 -0.09268 0.180815 HML 0.14649 0.071428 2.05088 0.044886 0.003458134 0.289521 0.003458 0.289521 20. Examining the figure above, what is the information ratio

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!