Consider the following simple linear regression model: y = Bo + B₁x+u. Using a sample of n observations on r and y, you estimate the model by OLS and obtain the estimates Bo, B1, and the R-squared of the regression, R². Then you scale this sample by a factor of 100, obtain a new sample {₁/100; y₁/100} for i = 1,..., n, re-estimate the model by OLS, and denote the new coefficient estimates by Bo, B1, and the new R-squared 5₂

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