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please do it in 10 minutes will upvote Question 13 (1 point) Consider the coefficient estimates of the following market model linear regression of General
please do it in 10 minutes will upvote
Question 13 (1 point) Consider the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error Evalue Pr>lt!) (Intercept) 0.005860 0.003704 1.582 0.12412 sp500 0.904753 0.266702 3.392 0.00196 The number of observations is 32. At the 1% significance level, what is the (1) test statistic value; (2) the critical values; and (3) decision, regarding the null hypothesis that the beta coefficient on the market returns is equal to 1.61 ? test statistic = -2.6443; critical values = 2.5758; reject HO test statistic = 3.392 ; critical values = 2.5758; do not reject HO test statistic = -2.6443 ; critical values = + 2.75; do not reject HO test statistic = -3.392; critical values = +2.75 ; reject HOStep by Step Solution
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