Question: please explain this with R code 6. Question 6 [15 points) Use the d_logret_6stocks dataset to answer the questions. Test by using 0c: .01. [General

please explain this with R code

please explain this with R code 6. Question 6 [15 points) Use

6. Question 6 [15 points) Use the \"d_logret_6stocks\" dataset to answer the questions. Test by using 0c: .01. [General Motor: GenMotor]. [1] Regress the return of General Motor on the returns of Citigroup [with intercept). Report the estimated coefficients. Is there any evidence to show strong linear relationship between these two variables at significance level 5%? [2] Suppose we \"know" the return of Citigroup tomorrow is 0.05, what is the predicted return of General M otor tomorrow? [3] Compute the correlation of General Motor and Citigroup, and test if their correlation is zero

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 Mathematics Questions!