answer fast in less than an hour You run a regression of a stock's returns versus a market index and find the following: Coefficients Lower 95% Upper 95% Intercept 0.789 -1.556 3.457 Slope 0.890 0.6541 1.465 Based on the data, you know that the stock ________. has a beta that is likely to be anything between .6541 and 1.465 inclusive has a beta precisely equal to .890 earned a positive alpha that is statistically significantly different from zero has no systematic risk
answer fast in less than an hour You run a regression of a stock's returns versus a market index and find the following: Coefficients Lower 95% Upper 95% Intercept 0.789 -1.556 3.457 Slope 0.890 0.6541 1.465 Based on the data, you know that the stock ________. has a beta that is likely to be anything between .6541 and 1.465 inclusive has a beta precisely equal to .890 earned a positive alpha that is statistically significantly different from zero has no systematic risk
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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answer fast in less than an hour
You run a regression of a stock's returns versus a market index and find the following:
Based on the data, you know that the stock ________.
| Coefficients | Lower 95% | Upper 95% | ||
| Intercept | 0.789 | -1.556 | 3.457 | |
| Slope | 0.890 | 0.6541 | 1.465 |
|
has a beta that is likely to be anything between .6541 and 1.465 inclusive
|
||
|
has a beta precisely equal to .890
|
||
|
earned a positive alpha that is statistically significantly different from zero
|
||
|
has no systematic risk
|
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