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Estimating Index Model Coefficients An analyst estimates a security characteristic line using a single index model and finds the following statistics: CoefficientStd. Error P-value Lower

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Estimating Index Model Coefficients An analyst estimates a security characteristic line using a single index model and finds the following statistics: CoefficientStd. Error P-value Lower 95% Intercept 0.0112 0.00181 0.1108 -0.017 Rm - Rf 1.027 0.02734 7.661E-07 0.7581 Upper 95% +0.0277 1.559 points Skipped We know from the results with 95% confidence that the stock's beta is and is eBook Print Multiple Choice References ( 1.027; between 1 and 2 O between 1.12 and 1.027; significantly different from zero O significantly greater than zero, between 0.7581 and 1.559. O 1.12%; insignificantly different from zero Estimating Index Model Coefficients An analyst estimates a security characteristic line using a single index model and finds the following statistics: CoefficientStd. Error P-value Lower 95% Intercept 0.0112 0.00181 0.1108 -0.017 Rm - Rf 1.027 0.02734 7.661E-07 0.7581 Upper 95% +0.0277 1.559 points Skipped We know from the results with 95% confidence that the stock's beta is and is eBook Print Multiple Choice References ( 1.027; between 1 and 2 O between 1.12 and 1.027; significantly different from zero O significantly greater than zero, between 0.7581 and 1.559. O 1.12%; insignificantly different from zero

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