wilslm

Try q. 42 in CFAI Mock 2010 Afternoon . You'll know what I mean.

Here 's the question:

Because there are only two independent variables in her regression, Hamilton’s most appropriate conclusion is that multicollinearity is least likely a problem, based on the observation that the:
A. model R2 is relatively low.
B. correlation between S&P500 and SPREAD is low.
C. model F-value is high and the p-values for S&P500 and SPREAD are low.

Guess the answer?