There are three securities in the market whose return on market portfolio yield the following results: reg rfood rmrf i. ii. iii. . Source Model Residual Total rfood reg rdur rmrf Coef. ਤੇ ਮੇਰੇ .7834176 rmrf __cons .3391769 Source Model Residual Total rdur rmrf cons . reg rcon rmrf Source Model Residual Total rcon SS rmrf cons 6355.67324 4278.81044 10634.4837 SS 12789.402 4507.13047 17296.5324 1.111316 .063612 SS 13866.0296 3400.33407 17266.3637 df 1.157147 -.0530472 6355.67324 1 514 8.32453393 515 20.6494829 Std. Err. Coef. Std. Err. .0283526 .1275602 df 1 514 .0290992 . 1309193 df MS 515 33.5854999 515 Coef. Std. Err. .025275 .1137141 t rank them based on returns? MS 12789.402 8.76873633 27.63 0.000 2.66 0.008 t 38.19 0.49 MS 1 13866.0296 514 6.61543593 t Number of obs F (1, 514) Prob> F R-squared P>|t| 45.78 -0.47 Adj R-squared Root MSE 33.5269198 P> |t| 0.000 0.627 Number of obs F (1, 514) Prob > F R-squared. Adj R-squared Root MSE P>|t| .7277164 .0885734 0.000 0.641 [95% Conf. Interval] Number of obs F (1, 514) Prob > F R-squared. Adj R-squared Root MSE 1.054148 -.1935907 = = 1.107492 -.2764488 = = = [95% Conf. Interval] = = = 516 763.49 0.0000 0.5976 0.5969 2.8852 = = .8391188 .5897804 516 1458.52 0.0000 0.7394 0.7389 2.9612 1.168484 .3208148 516 2096.01 0.0000 0.8031 0.8027 2.572 [95% Conf. Interval] 1.206802 .1703544
There are three securities in the market whose return on market portfolio yield the following results: reg rfood rmrf i. ii. iii. . Source Model Residual Total rfood reg rdur rmrf Coef. ਤੇ ਮੇਰੇ .7834176 rmrf __cons .3391769 Source Model Residual Total rdur rmrf cons . reg rcon rmrf Source Model Residual Total rcon SS rmrf cons 6355.67324 4278.81044 10634.4837 SS 12789.402 4507.13047 17296.5324 1.111316 .063612 SS 13866.0296 3400.33407 17266.3637 df 1.157147 -.0530472 6355.67324 1 514 8.32453393 515 20.6494829 Std. Err. Coef. Std. Err. .0283526 .1275602 df 1 514 .0290992 . 1309193 df MS 515 33.5854999 515 Coef. Std. Err. .025275 .1137141 t rank them based on returns? MS 12789.402 8.76873633 27.63 0.000 2.66 0.008 t 38.19 0.49 MS 1 13866.0296 514 6.61543593 t Number of obs F (1, 514) Prob> F R-squared P>|t| 45.78 -0.47 Adj R-squared Root MSE 33.5269198 P> |t| 0.000 0.627 Number of obs F (1, 514) Prob > F R-squared. Adj R-squared Root MSE P>|t| .7277164 .0885734 0.000 0.641 [95% Conf. Interval] Number of obs F (1, 514) Prob > F R-squared. Adj R-squared Root MSE 1.054148 -.1935907 = = 1.107492 -.2764488 = = = [95% Conf. Interval] = = = 516 763.49 0.0000 0.5976 0.5969 2.8852 = = .8391188 .5897804 516 1458.52 0.0000 0.7394 0.7389 2.9612 1.168484 .3208148 516 2096.01 0.0000 0.8031 0.8027 2.572 [95% Conf. Interval] 1.206802 .1703544
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
Related questions
Question
Please, there are i up to iii IF YOU CAN DO IT AT A TIME AND CONSIDER IT AS THREE QUESTIONS THAT WOULD BE GOOD.
if you can't solve the first and second only thank you
blow photo
![14. There are three securities in the market whose return on market
portfolio yield the following results :
reg rfood rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
763.49
Model
6355.67324
6355.67324
Prob > F
0.0000
Residual
4278.81044
514
8.32453393
R-squared
0.5976
%3D
Adj R-squared
0.5969
Total
10634.4837
515
20.6494829
Root MSE
2.8852
rfood
Сoef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
.7834176
.0283526
27.63
0.000
.7277164
.8391188
cons
.3391769
.1275602
2.66
0.008
.0885734
.5897804
i.
reg rdur rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
1458.52
Model
12789.402
12789.402
Prob > F
0.0000
Residual
4507.13047
514
8.76873633
0.7394
R-squared
Adj R-squared
0.7389
Total
17296.5324
515
33.5854999
Root MSE
2.9612
rdur
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
1.111316
.0290992
38.19
0.000
1.054148
1.168484
cons
.063612
.1309193
0.49
0.627
-.1935907
.3208148
ii
reg rcon rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
2096.01
Model
13866.0296
1
13866.0296
Prob > F
0.0000
R-squared
Adj R-squared
Residual
3400.33407
514
6.61543593
0.8031
0.8027
Total
17266.3637
515
33.5269198
Root MSE
2.572
rcon
Сoef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
1.157147
025275
45.78
0.000
1.107492
1.206802
cons
-.0530472
.1137141
-0.47
0.641
-.2764488
.1703544
iii.
rank them based on returns?
I| ||
|| || ||](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F1ed7d57d-a3cd-4071-9edd-1c9321c3e8ba%2F2f1e91fa-c9d5-4aa9-835c-2cd55132efe7%2Fmj4h8b_processed.png&w=3840&q=75)
Transcribed Image Text:14. There are three securities in the market whose return on market
portfolio yield the following results :
reg rfood rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
763.49
Model
6355.67324
6355.67324
Prob > F
0.0000
Residual
4278.81044
514
8.32453393
R-squared
0.5976
%3D
Adj R-squared
0.5969
Total
10634.4837
515
20.6494829
Root MSE
2.8852
rfood
Сoef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
.7834176
.0283526
27.63
0.000
.7277164
.8391188
cons
.3391769
.1275602
2.66
0.008
.0885734
.5897804
i.
reg rdur rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
1458.52
Model
12789.402
12789.402
Prob > F
0.0000
Residual
4507.13047
514
8.76873633
0.7394
R-squared
Adj R-squared
0.7389
Total
17296.5324
515
33.5854999
Root MSE
2.9612
rdur
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
1.111316
.0290992
38.19
0.000
1.054148
1.168484
cons
.063612
.1309193
0.49
0.627
-.1935907
.3208148
ii
reg rcon rmrf
Source
SS
df
MS
Number of obs
516
F (1, 514)
2096.01
Model
13866.0296
1
13866.0296
Prob > F
0.0000
R-squared
Adj R-squared
Residual
3400.33407
514
6.61543593
0.8031
0.8027
Total
17266.3637
515
33.5269198
Root MSE
2.572
rcon
Сoef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
rmrf
1.157147
025275
45.78
0.000
1.107492
1.206802
cons
-.0530472
.1137141
-0.47
0.641
-.2764488
.1703544
iii.
rank them based on returns?
I| ||
|| || ||
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