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Intro Coefficients Std. Error t-stat p-value Lower 95% Upper 95% Intercept -0.007 0.003 -2.86 0.00 -0.013 -0.002 Market 1.270 0.060 21.05 0.00 1.151 1.389 Attempt
Intro
Coefficients | Std. Error | t-stat | p-value | Lower 95% | Upper 95% | |
Intercept | -0.007 | 0.003 | -2.86 | 0.00 | -0.013 | -0.002 |
Market | 1.270 | 0.060 | 21.05 | 0.00 | 1.151 | 1.389 |
Attempt 1/1 for 10 pts.
Part 1
The table above displays the results from a regression of a portfolio of small, growth company stocks on the market using historical monthly returns over the period January 1980 through December 2017. What are the estimates of the portfolio's alpha and beta?
Alpha = -0.007 and Beta = 1.270
Alpha = 1.270 and Beta = -0.007
Alpha = 0.003 and Beta = 0.060
Alpha = 0.060 and Beta = 1.270
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