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6. yt = stock log return, xt = log index return; how would you interpret if 0 = 0.02 and 1 = 1.2 Statistical significance
6. yt = stock log return, xt = log index return; how would you interpret if 0 = 0.02 and 1 = 1.2 Statistical significance levels (p-values) are 0.2 and 0.02 for 0 and 1 , respectively. (10 pts)
ln() = 0 + 1 ln() +
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