There are three securities in the market whose return on market portfolio yield the following results : reg rfood rmrf i. ii. ii. Source Model Residual Total rfood rmrf _cons reg rdur rmrf Source Model Residual Total rdur rmrf _cons reg rcon rmrf Source Model Residual Total rcon rmrf cons SS 6355.67324 4278.81044 10634.4837 Coef. .7834176 3391769 SS 12789.402 4507.13047 17296.5324 1.111316 .063612 SS 13866.0296 3400.33407 17266.3637 Coef. df 1.157147 -.0530472 1 514 Coef. Std. Err. Std. Err. 515 20.6494829 .0283526 .1275602 df .0290992 .1309193 df MS 12789.402 1 514 8.76873633 6355.67324 8.32453393 515 33.5854999 Std. Err. t .025275 .1137141 27.63 2.66 rank them based on returns? MS t 1 13866.0296 514 6.61543593 515 33.5269198 MS Number of obs = F (1, 514) Prob > F R-squared Adj R-squared Root MSE t P>|t| 0.000 0.008 38.19 0.000 0.49 0.627 Number of obs F (1, 514) Prob > F R-squared P> |t| Adj R-squared Root MSE .7277164 .0885734 P>|t| 0.000 45.78 -0.47 0.641 Number of obs F(1, 514) Prob > F R-squared Adj R-squared Root MSE [95% Conf. Interval] 1.054148 -.1935907 = = 1.107492 -.2764488 = = = = = [95% Conf. Interval] = = 516 763.49 0.0000 0.5976 0.5969 2.8852 = = .8391188 .5897804 516 1458.52 0.0000 0.7394 0.7389 2.9612 1.168484 .3208148 516 2096.01 0.0000 0.8031 0.8027 2.572 [95% Conf. Interval] 1.206802 .1703544
There are three securities in the market whose return on market portfolio yield the following results : reg rfood rmrf i. ii. ii. Source Model Residual Total rfood rmrf _cons reg rdur rmrf Source Model Residual Total rdur rmrf _cons reg rcon rmrf Source Model Residual Total rcon rmrf cons SS 6355.67324 4278.81044 10634.4837 Coef. .7834176 3391769 SS 12789.402 4507.13047 17296.5324 1.111316 .063612 SS 13866.0296 3400.33407 17266.3637 Coef. df 1.157147 -.0530472 1 514 Coef. Std. Err. Std. Err. 515 20.6494829 .0283526 .1275602 df .0290992 .1309193 df MS 12789.402 1 514 8.76873633 6355.67324 8.32453393 515 33.5854999 Std. Err. t .025275 .1137141 27.63 2.66 rank them based on returns? MS t 1 13866.0296 514 6.61543593 515 33.5269198 MS Number of obs = F (1, 514) Prob > F R-squared Adj R-squared Root MSE t P>|t| 0.000 0.008 38.19 0.000 0.49 0.627 Number of obs F (1, 514) Prob > F R-squared P> |t| Adj R-squared Root MSE .7277164 .0885734 P>|t| 0.000 45.78 -0.47 0.641 Number of obs F(1, 514) Prob > F R-squared Adj R-squared Root MSE [95% Conf. Interval] 1.054148 -.1935907 = = 1.107492 -.2764488 = = = = = [95% Conf. Interval] = = 516 763.49 0.0000 0.5976 0.5969 2.8852 = = .8391188 .5897804 516 1458.52 0.0000 0.7394 0.7389 2.9612 1.168484 .3208148 516 2096.01 0.0000 0.8031 0.8027 2.572 [95% Conf. Interval] 1.206802 .1703544
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
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