CFAI Mock exam afternoon session problem 40 2010, understand, hypothesis, afternoon

AnalystAlan

Hi,
I would appreciate if somebody can help me with 2010 CFAI mock exam afternoon session
problem 40.
I understand the calcualtion of the null hypothesis, however i have no clue how
they calcualted the standard error. I went through my notes, and i could not figure it out.
Usually the standard error is given in a problem.
Thanks

fishmarket

The standard error is calculated from the coefficient and the given t-statistic….just divide the coefficient by the t-stat and you get the standard error.