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Question 1 After obtaining the monthly share prices for Tesco and FTSE all index values for the last five years, you run an ordinary least
Question 1 After obtaining the monthly share prices for Tesco and FTSE all index values for the last five years, you run an ordinary least square regression between the monthly returns on Tesco and the returns on FTSE All index. You obtain the following regression outputs on Excel. Regression Statistics Multiple R 0354797921 R Square 0.125881555 Adjusted R Square 0.110546154 Standard Error 0.070047679 Observations 59 ANOVA df 55 M5 F Significance F Regression 1 0.040276731 0040276731 8208554927 0005828653 Residual 57 0.27968061 0.004906677 Total 58 0319957341 Standard Coefficients Error t Stat P-vaiue Intercept -0.01085817 0.009165034 1.184738563 0.241037201 XVariablel 0.920882401 0.321418462 2.865057578 0.005828653
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