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[ 5 points ] An asset return R follows the following linear regression model, R = + v where v N ( 0 , 2

[5 points] An asset return R follows the following linear regression model,
R=+v
where vN(0,2) and is an unknown constant. A random sample {R1,R2,dots,Rn} is drawn from this model. Answer the following questions.
(1) Write out the OLS estimators of and 2[No need to derive].
(2) Demonstrate that the OLS estimator of is unbiased.
(3) If we test H0:=10% vs.H1:10%, write out the test statistic and its distribution under H0.
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