1. ( You run a regression of monthly returns of Textron, an industrial conglomerate, on the S&P s00 Index and get, the following output. Assuming the risk-free rate of return is 2.00% and the equity risk premium is 6.00%, answer the following questions Problem - top-down beta Regression Statistics Multiple R 0.7896703 R Square Adj R Square Standard Error 0.6235791 0.6170891 0.0613324 Observations 60 ANOVA Significance df SS MS 0.361431 96.08285 6.47407E-14 0.003762 Regression 0.361431 Residual 58 0.218176 Total 59 0.579607 Standard Upper 95 0.00 Coefficients t Stat P-value Lower 95% Error 0.008147 -0.870397 0.388 -0.0234 -0.0071 Intercept SP500 0.174231 9.802186 0.000 1.3591 2.0 1.7078 What is Textron's beta? What does beta represent? a. beta is the prstatititer of market risk. proparad What is the 99% confidence interval for Beta? b.
1. ( You run a regression of monthly returns of Textron, an industrial conglomerate, on the S&P s00 Index and get, the following output. Assuming the risk-free rate of return is 2.00% and the equity risk premium is 6.00%, answer the following questions Problem - top-down beta Regression Statistics Multiple R 0.7896703 R Square Adj R Square Standard Error 0.6235791 0.6170891 0.0613324 Observations 60 ANOVA Significance df SS MS 0.361431 96.08285 6.47407E-14 0.003762 Regression 0.361431 Residual 58 0.218176 Total 59 0.579607 Standard Upper 95 0.00 Coefficients t Stat P-value Lower 95% Error 0.008147 -0.870397 0.388 -0.0234 -0.0071 Intercept SP500 0.174231 9.802186 0.000 1.3591 2.0 1.7078 What is Textron's beta? What does beta represent? a. beta is the prstatititer of market risk. proparad What is the 99% confidence interval for Beta? b.
Chapter6: Exponential And Logarithmic Functions
Section6.8: Fitting Exponential Models To Data
Problem 5SE: What does the y -intercept on the graph of a logistic equation correspond to for a population...
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![1.
Problem -top-down beta
You run a regression of monthly returns of Textron, an industrial conglomerate, on the S&P s00 Index and
get, the following output. Assuming the risk-free rate of return is 2.00% and the equity risk premium is
6.00%, answer the following questions
Regression Statistics
Multiple R
R Square
Adj R Square
Standard Error
0.7896703
0.6235791
0.6170891
0.0613324
Observations
60
ANOVA
Significance
df
SS
MS
Regression
Residual
0.361431 96.08285 6.47407E-14
0.003762
1
0.361431
58
0.218176
Total
59
0.579607
Standard
Upper 95%
0.0092
Error
t Stat
P-value
Lower 95%
Coefficients
-0.0071
0.008147
-0.870397
0.388
-0.0234
Intercept
0.000
1.3591
2.056
1.7078
0.174231
9.802186
SP500
What is Textron's beta? What does beta represent?
a.
beta is The prstatitity of market risk.
proporcad
b.
What is the 99% confidence interval for Beta?](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fe87ddfcc-4af7-4bb3-b4bd-1b487d5fc5fa%2F25b5222e-e4a6-4ddb-aec2-a898d7bb6cf5%2Fxu8ne1_processed.jpeg&w=3840&q=75)
Transcribed Image Text:1.
Problem -top-down beta
You run a regression of monthly returns of Textron, an industrial conglomerate, on the S&P s00 Index and
get, the following output. Assuming the risk-free rate of return is 2.00% and the equity risk premium is
6.00%, answer the following questions
Regression Statistics
Multiple R
R Square
Adj R Square
Standard Error
0.7896703
0.6235791
0.6170891
0.0613324
Observations
60
ANOVA
Significance
df
SS
MS
Regression
Residual
0.361431 96.08285 6.47407E-14
0.003762
1
0.361431
58
0.218176
Total
59
0.579607
Standard
Upper 95%
0.0092
Error
t Stat
P-value
Lower 95%
Coefficients
-0.0071
0.008147
-0.870397
0.388
-0.0234
Intercept
0.000
1.3591
2.056
1.7078
0.174231
9.802186
SP500
What is Textron's beta? What does beta represent?
a.
beta is The prstatitity of market risk.
proporcad
b.
What is the 99% confidence interval for Beta?
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