题目
A simple linear regression of a stock’s returns on an industry index provides the following results:Coefficient Standard Error
「huixue_img/importSubject/1564169388523917312.png」
Assume that the sample has 8 years of quarterly observations.Which of the following statements regarding the interpretation of the regression is (are) correct?I.The coefficient of determination is 84.7%.II.The industry index coefficient is significant at the 99% confidence level.III.The correlation coefficient between the stock’s returns and the return on the industry index is 0.42.IV.The coefficient between the stock’s returns and the return on the industry index is statistically different from zero at the 99% confidence level.
选项
A.II and IV only
B.I and II only
C.I, II, and IV only
D.I only
答案
C
解析
「huixue_img/importSubject/1564169388565860352.png」