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2、As part of a regression analysis, an analyst finds that: Y – b1 × X = -1.8 and b1 = 3.2. Based upon these results, for every unit increase in the independent variable, on average the dependent variable increases by:

A) 1.4.

B) 1.8.

C) 3.2.

D) 5.0.

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The correct answer is C

b1 gives the slope coefficient which indicates the average change in the dependent variable given a unit change in the independent variable.


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上一主题:2007 FRM - Mock Exam 模考试题 (6 - 10)
下一主题:[2008]Topic 75: VAR and Risk Budgeting in Investment Management 相关习题