Question: We test the CAPM for security X and get the following estimates: SUMMARY OUTPUT Does the CAPM hold for security X (consider based on a

We test the CAPM for security X and get the following estimates: SUMMARY OUTPUT Does the CAPM hold for security X (consider based on a 95% confidence interval)? Yes, because alpha is statistically insignificant. No, because alpha is statistically significant. No, because beta is statistically significant. Yes, because beta is statistically insignificant

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