Question: Consider the following linear regression model: Y = a + b X + e. Suppose a = 0.05, b = 1.2, SD(Y) = 0.26, and

Consider the following linear regression model: Y = a + b X +

e. Suppose a = 0.05, b = 1.2, SD(Y) = 0.26, and SD

(e) = 0.1. What is the correlation between X and Y?

a. 0.923

b. 0.852

c. 0.701

d. 0.462

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