An analyst ran a regression for the last 60 months with the monthly returns for Procter and Gamble (PG) as the dependent variable and th monthly returns for the S&P 500 Index as the independent variable. The results are: Regression Statistics Multiple R 0.521185 R Square 0.271634 Adjusted R Squa 0.259076 Standard Error 0.04096 Observations 60 ANOVA Regression Residual Total Intercept X Variable 1 df SS MS F gnificance F 1 0.03629 0.03629 21.63032 1.96E-05 58 0.097309 0.001678 59 0.133599 Coefficientsandard Err t Stat P-value Lower 95% Upper 95%ower 95.0%pper 95.09 0.003808 0.005288 0.72008 0.474368 -0.00678 0.014393 -0.00678 0.014393 0.451966 0.097179 4.650841 1.96E-05 0.25744 0:646492 0.25744 0.646492 Based on this analysis, the systematic variance of PG stock is 0.52 0.27 0.04 0.26 0.45 None of the above
An analyst ran a regression for the last 60 months with the monthly returns for Procter and Gamble (PG) as the dependent variable and th monthly returns for the S&P 500 Index as the independent variable. The results are: Regression Statistics Multiple R 0.521185 R Square 0.271634 Adjusted R Squa 0.259076 Standard Error 0.04096 Observations 60 ANOVA Regression Residual Total Intercept X Variable 1 df SS MS F gnificance F 1 0.03629 0.03629 21.63032 1.96E-05 58 0.097309 0.001678 59 0.133599 Coefficientsandard Err t Stat P-value Lower 95% Upper 95%ower 95.0%pper 95.09 0.003808 0.005288 0.72008 0.474368 -0.00678 0.014393 -0.00678 0.014393 0.451966 0.097179 4.650841 1.96E-05 0.25744 0:646492 0.25744 0.646492 Based on this analysis, the systematic variance of PG stock is 0.52 0.27 0.04 0.26 0.45 None of the above
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
Section2.CR: Chapter 2 Review
Problem 111CR: Respiratory Rate Researchers have found that the 95 th percentile the value at which 95% of the data...
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