Question
If we regress XYZ returns on simultaneously observed returns on the S&P 500 index, the slope coefficient provided by regression will be: A. Negatively signed
If we regress XYZ returns on simultaneously observed returns on the S&P 500 index, the slope coefficient provided by regression will be:
A. Negatively signed
B. Equal to the vertical intercept
C. XYZs beta
D. The S&P 500 indexs beta
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M: Finance
Authors: Marcia Cornett, Troy Adair, John Nofsinger
5th Edition
1260772357, 9781260772357
