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If you estimate the beta OLS for stock i is 1.5, the standard error is 0.3. To test the two null hypothesis:=3.5,=-1can you reject these
- If you estimate the beta OLS for stock i is 1.5, the standard error is 0.3. To test the two null hypothesis:=3.5,=-1can you reject these two null hypotheses at 10% significance level with the tcritical = 2.96?
A. | =3.5 cannot be rejected,=-1 can be rejected
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B. | =3.5 can be rejected,=-1 cannot be rejected
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C. | =3.5 can be rejected,=-1 can be rejected
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D. | =3.5 cannot be rejected,=-1 cannot be rejected
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