6.regression between the returns on a stock and its industry index returns gives the following results:
| Coefficient | Standard Error | t-value | Intercept | 2.1 | 2.01 | 1.04 | Industry Index | 1.9 | 0.31 | 6.13 |
§ The t-statistic critical value at the 0.01 level of significance is 2.58 § Standard error of estimate = 15.1 § Correlation coefficient = 0.849 The regression statistics presented indicate that the dispersion of stock returns about the regression line is: A) 63.20. B) 72.10. C) 7.75. D) 15.10.
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发表于 2008-4-1 13:32
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