Q6. The 95% confidence interval of the expected return of WLK Corp. is closest to: A) 0.03 to 0.24 B) 0.0 to 0.21. C) −0.03 to 0.31.
Q7. If the number of analysts on NGR Corp. were to double to 4, the change in the forecast of NGR would be closest to? A) −0.035. B) −0.055. C) −0.019.
Q8. Based on a R2 calculated from the information in Table 2, the analyst should conclude that the number of analysts and ln(market value) of the firm explain: A) 18.4% of the variation in returns. B) 84.4% of the variation in returns. C) 15.6% of the variation in returns.
Q9. What is the F-statistic from the regression? And, what can be concluded from its value at a 1% level of significance? A) F = 5.80, reject a hypothesis that both of the slope coefficients are equal to zero. B) F = 17.00, reject a hypothesis that both of the slope coefficients are equal to zero. C) F = 1.97, fail to reject a hypothesis that both of the slope coefficients are equal to zero.
Q10. Upon further analysis, Turner concludes that multicollinearity is a problem. What might have prompted this further analysis and what is intuition behind the conclusion? A) At least one of the t-statistics was not significant, the F-statistic was not significant, and a positive relationship between the number of analysts and the size of the firm would be expected. B) At least one of the t-statistics was not significant, the F-statistic was significant, and an intercept not significantly different from zero would be expected. C) At least one of the t-statistics was not significant, the F-statistic was significant, and a positive relationship between the number of analysts and the size of the firm would be expected.
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发表于 2009-1-8 13:42
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