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Please, explain your answer Which of the following statements is true? Intercept Mkt-RF Pos(Mkt-RF) Coefficients P-value 0.085 1.15 0.32 0.42 2.3E-10 0.006 The fund's beta
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Which of the following statements is true? Intercept Mkt-RF Pos(Mkt-RF) Coefficients P-value 0.085 1.15 0.32 0.42 2.3E-10 0.006 The fund's beta is lower when market returns are positive than when market returns are negative. The fund's beta is 0.32 when market returns are negative. The fund significantly outperformed the market model after controlling for timing. The fund's beta is 1.47 when market returns are positive. Which of the following statements is true? Intercept Mkt-RF Pos(Mkt-RF) Coefficients P-value 0.085 1.15 0.32 0.42 2.3E-10 0.006 The fund's beta is lower when market returns are positive than when market returns are negative. The fund's beta is 0.32 when market returns are negative. The fund significantly outperformed the market model after controlling for timing. The fund's beta is 1.47 when market returns are positiveStep by Step Solution
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