19 You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 eBook Observations 12 References Standard Coefficients Error t-Stat p-Value Intercept Market 4.05 15.44 0.26 0.80 1.32 0.97 1.36 0.10 of the variance is explained by this regression. Multiple Choice 12.00%
19 You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 eBook Observations 12 References Standard Coefficients Error t-Stat p-Value Intercept Market 4.05 15.44 0.26 0.80 1.32 0.97 1.36 0.10 of the variance is explained by this regression. Multiple Choice 12.00%
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Transcribed Image Text:19
You run a regression for a stock's return on a market index and find the following Excel
output:
Multiple R
0.35
R-Square
0.12
Adjusted R-Square
0.02
Standard Error
38.45
eBook
Observations
12
References
Standard
Coefficients Error
t-Stat p-Value
Intercept
Market
4.05
15.44
0.26
0.80
1.32
0.97
1.36
0.10
of the variance is explained by this regression.
Multiple Choice
12.00%
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