It... chegg Question 11 Not yet answered Marked out of 8.00 Flag question An investment analyst wants to examine the relationship between a mutual fund's return, its turnover rate, and its expense ratio. She randomly selects 10 mutual funds and estimates: Return = Bo + B, Turnover + B, Expense + E, where Return is the average five-year return (in %), Turnover is the annual holdings turnover (in 9%), Expense is the annual expense ratio (in %), and & is the random error component. A portion of the regression results is shown in the accompanying table. df SS MS F Regression 2 93.33 46.67 4.90 Residual 66.69 9.53 Total 160.02 Coefficients Standard Error t-stat p-value Intercept 30.60 4.30 7.12 0.000 Turnover 0.13 0.06 2.23 0.061 Expense 0.90 4.08 0.22 0.831 a. Predict the return for a mutual fund that has an annual holdings turnover of 60% and an annual expense ratio of 1.5%. b. Interpret the slope coefficient for the variable Expense. c. Calculate the standard error of the estimate. d. Calculate and interpret the coefficient of determination. Paragraph . BLEE ENG 3:16 PM Type here to search O N 16' C