You perform a regression analysis of a hedge funds returns against an industry benchmark. You have 50

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You perform a regression analysis of a hedge fund’s returns against an industry benchmark.

You have 50 data points.The total sum of squares (TSS) is 13.50%.The residual sum of squares (RSS) is 10.80%. What is the R2?

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Quantitative Financial Risk Management

ISBN: 9781119522201,9781119522263

1st Edition

Authors: Michael B. Miller

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Question Posted: Mar 03, 2024 10:29 AM

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You perform a regression analysis of a hedge funds returns against an industry benchmark. You have 50

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Quantitative Financial Risk Management

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