Question: You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square

You run a regression for a stock's return on a market index and find the following Excel output:

Multiple R 0.35
R-Square 0.12
Adjusted R-Square 0.02
Standard Error 38.45
Observations 12

Coefficients Standard Error t-Stat p-Value
Intercept 4.05 15.44 0.26 0.80
Market 1.32 0.97 1.36 0.10

The stock is ______ riskier than the typical stock.

Multiple Choice

  • 38%

  • 12%

  • 32%

  • 15.44%

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!

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.43 Adjusted R-Square 0.42 Standard Error 38.45 Observations 12 Coefficients...

Q:

Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 observations 12 coefficient standard error t-stat p-value intereept 4.05 15.44 .26 .80 market 1.32 0.97 1.36 0.10 1. the beta...

Q:

You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R R Square Adjusted R Square Standard Error Observations 0.35 0.12 0.02 38.45 12...

Q:

MULTIPLE STEP PROBLEM multiple r 0.35 r-square 0.12 adjusted r-square 0.02 standard error 38.45 observations 12 coefficients standard error t-stat p-value intercept 4.05 15.44 0.26 0.80 market 1.32...

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 Observations 12 Coefficients...

Q:

You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R 0.35 R Square 0.12 Adjusted R Square 0.02 Standard Error 38.45 Observations 12...

Q:

QUESTION 19 You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R 0.35 R Square 0.12 Adjusted R Square 0.02 Standard Error 38.45...

Q:

. You run a regression for the Laternios stock return on a market index to estimate the SML equation and find the following Excel output: Multiple R 0.35 R-Square 0.30 Adjusted R-Square 0.02...

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 Observations 12 Coefficients...

Q:

Question 1 (5 points) An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock Bhas an expected...

Q:

A substance occupies 8 m3 and has a specific volume of 4 m3 /kg. Determine its density, specific gravity, mass, and weight.

Q:

Consider the following game in which two firms decide how much of a homogeneous good to produce. The annual profit payoffs for each firm are stated in the cell of the game matrix, and Firm A's...

Q:

An investor has an investment balance totaling $ 1 , 2 5 0 , 0 0 0 . The investor wants a constant monthly check for 2 4 0 months and intends to have a zero balance after 2 4 0 months. Assuming a...

Q:

Discuss the policy statement concept and identify three focus areas / procedures where a clearpolicy statement / operating procedure

Q:

1 A s an employee, how would you react to the introduction of 3 60-d egree appraisals? Suntrust Bank, with total assets of $173. 2 billion, is one of the USAs leading financial services holding...

Q:

1 What are the four principles of Astra Zenecas performance management system?

Q:

2 What is the philosophy of performance management?