Quant- Q15 schweser - CI of Y- pg 170 standard, getting, percent

Iginla2010

coldplay forecast the excess return on the SP for June 07 to be 5 percent and the 95 CI for the predicted value of the excess return on VIGRX for june 07 to be 3.9% to 7.7%. the standard error is closest to:
a..0080
b.0093
c.0111
equation = EX VIGRX = BO + B1 (EX SP) + ERROR TERM
B0= .0023
B1= 1.1163
Tcritical= 2.03
I am not getting this right now, please fill me in.

dkishore1

is the answer b? 0.0093?

needhelp1700

CPK how did you get that? The SEs and the intervals are too different in scale to make sense unless somethings missing here. I cant see it.

NakedPuts

0.0023+1.1163(0.05)= Value
Value+/- 2.03*(X)=0.039 on lower side, 0.077 on the higher side
solve for X.

Fdez

the answer is B indeed, just a slit up this afternoon.

Flok

Good job guys, guess i need to pay attention to more detail in quant. Scalability would be a problem if I was using 5 vs. 0.05. Jeez!