Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

C D E F B SUMMARY OUTPUT Regression Statistics Multiple R 0.82795052 R Square 0.68550206 Adjusted R S 0.66865396 Standard Erro 3.40242786 Observations 60 ANOVA

image text in transcribed

C D E F B SUMMARY OUTPUT Regression Statistics Multiple R 0.82795052 R Square 0.68550206 Adjusted R S 0.66865396 Standard Erro 3.40242786 Observations 60 ANOVA df Regression Residual Total SS MS F Significance F 3 1413.04775 471.015917 40.6871932 4.3299E-14 56 648.28486 11.5765154 59 2061.33261 Intercept Mkt-RF SMB HML Coefficients Standard Error t Stat P-value Lower 95% -0.39991712 0.45321991 -0.88239089 0.38133755 -1.30782569 1.25584386 0.14127513 8.88934873 2.7236E-12 0.97283578 0.60396551 0.17869792 3.37981277 0.00132693 0.24599056 -0.41139271 0.18831096 -2.18464561 0.03311682 -0.78862489 20) Identify which factors are significant. And say precisely why significant (say what p value is and say at what levelof significance). 21) What kind of mutual fund is this? Say why as precisely as you can. C D E F B SUMMARY OUTPUT Regression Statistics Multiple R 0.82795052 R Square 0.68550206 Adjusted R S 0.66865396 Standard Erro 3.40242786 Observations 60 ANOVA df Regression Residual Total SS MS F Significance F 3 1413.04775 471.015917 40.6871932 4.3299E-14 56 648.28486 11.5765154 59 2061.33261 Intercept Mkt-RF SMB HML Coefficients Standard Error t Stat P-value Lower 95% -0.39991712 0.45321991 -0.88239089 0.38133755 -1.30782569 1.25584386 0.14127513 8.88934873 2.7236E-12 0.97283578 0.60396551 0.17869792 3.37981277 0.00132693 0.24599056 -0.41139271 0.18831096 -2.18464561 0.03311682 -0.78862489 20) Identify which factors are significant. And say precisely why significant (say what p value is and say at what levelof significance). 21) What kind of mutual fund is this? Say why as precisely as you can

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Ultimate Guide To Rental Property Investing

Authors: John Malatesta

1st Edition

979-8394902215

More Books

Students also viewed these Finance questions

Question

1. What did the Sophists believe about truth and rhetoric?

Answered: 1 week ago