19 You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 3 R-Square 0.12 points Adjusted R-Square 0.02 Standard Error 38.45 eBook Observations 12 References Intercept Market Standard Coefficients Error t-Stat p-Value 4.05 1.32 15.44 0.26 0.80 0.97 1.36 0.10 of the variance is explained by this regression. Multiple Choice 12.00%
19 You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 3 R-Square 0.12 points Adjusted R-Square 0.02 Standard Error 38.45 eBook Observations 12 References Intercept Market Standard Coefficients Error t-Stat p-Value 4.05 1.32 15.44 0.26 0.80 0.97 1.36 0.10 of the variance is explained by this regression. Multiple Choice 12.00%
Financial Management: Theory & Practice
16th Edition
ISBN:9781337909730
Author:Brigham
Publisher:Brigham
Chapter25: Portfolio Theory And Asset Pricing Models
Section: Chapter Questions
Problem 7SP
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Transcribed Image Text:19
You run a regression for a stock's return on a market index and find the following Excel
output:
Multiple R
0.35
3
R-Square
0.12
points
Adjusted R-Square
0.02
Standard Error
38.45
eBook
Observations
12
References
Intercept
Market
Standard
Coefficients Error t-Stat p-Value
4.05
1.32
15.44
0.26
0.80
0.97
1.36
0.10
of the variance is explained by this regression.
Multiple Choice
12.00%
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