This file contains data on monthly returns between $1988$ and $2005$ of a World index and a country index for Italy. Using Python's statsmodels library, run a regression using ItalyReturns as the outcome variable and the WorldReturns as the predictor variable.

a$.$ Which of the following is the sample model? A$)$

B$)$ C$)$ D$)$

$,$ where $,$ where

$,$ where

$,$ where

b$.$ Using statsmodels, calculate the standard error of the WorldReturn coefficient and a $95\%$ confidence interval for the intercept. Which values match your results?

A$)$ SE $=0\mathrm{.}055,$ CI $=[-0\mathrm{.}017,0\mathrm{.}205]$

B$)$ SE $=0\mathrm{.}004,$ CI $=[-0\mathrm{.}099,0\mathrm{.}120]$ C$)$ SE $=0\mathrm{.}093,$ CI $=[-0\mathrm{.}006,0\mathrm{.}009]$ D$)$ SE $=0\mathrm{.}318,$ CI $=[0\mathrm{.}742,1\mathrm{.}108]$