6. suppose that you wish to test the hypothesis that risk has no effect on a security's...
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6.
- suppose that you wish to test the hypothesis that risk has no effect on a security's return against the alternative that it has an effect.Formulate the appropriate hypothesis and using your estimates test it at 5% level of significance. Show all steps, and clearly indicate your decision to reject H0
- Construct a 90% confidence interval around the effect of liquidity on a securitys return
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