Il Meall and variance of this portfolio, as well as its standard deviation (Cells B10:B12). Show your calculations in detail. USLUR Alpha Noline [24 marks] b) Estimation of the regression model Y = B1+ B2X + u yields = 10.3 +0.409X, T = 36 (12.28) (0.3561) where T is the number of observations and the numbers in parentheses are the standard errors of the respective estimators. You wish to test the hypothesis Ho B2 = 1 versus a two-sided alternative hypothesis. i) Write down the alternative hypothesis. [2 marks] I 1) Form and interpret a 95% confidence interval for the B, coefficient using the figures above. You can find the t-test's critical values in the Table in the Appendix at the end of the exam paper, [20 marks] Turn Over 13927 Il Meall and variance of this portfolio, as well as its standard deviation (Cells B10:B12). Show your calculations in detail. USLUR Alpha Noline [24 marks] b) Estimation of the regression model Y = B1+ B2X + u yields = 10.3 +0.409X, T = 36 (12.28) (0.3561) where T is the number of observations and the numbers in parentheses are the standard errors of the respective estimators. You wish to test the hypothesis Ho B2 = 1 versus a two-sided alternative hypothesis. i) Write down the alternative hypothesis. [2 marks] I 1) Form and interpret a 95% confidence interval for the B, coefficient using the figures above. You can find the t-test's critical values in the Table in the Appendix at the end of the exam paper, [20 marks] Turn Over 13927