Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Coefficients Standard Error t Stat P-value alpha Intercept 0.13763597 0.08908138 1.54505891 0.1238305 betas mkt -rf 1.02730911 0.02187237 46.9683394 1.083E-113 betas smb 0.71164452 0.03642396 19.5378136 3.2315E-49

Coefficients Standard Error t Stat P-value
alpha Intercept 0.13763597 0.08908138 1.54505891 0.1238305
betas mkt -rf 1.02730911 0.02187237 46.9683394 1.083E-113
betas smb 0.71164452 0.03642396 19.5378136 3.2315E-49
betas hml 0.01155788 0.03231193 0.35769703 0.7209276

Is this alpha statistically significantly different from zero?

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

Step: 3

blur-text-image

Ace Your Homework with AI

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

Get Started

Students also viewed these Finance questions