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Stock A Regression Statistics Multiple R 0.998 R Square 0.996 Adjusted R Square 0.996 Standard Error 0.047 Observations 67 Coefficients Standard Error t Stat Intercept
Stock A Regression Statistics Multiple R 0.998 R Square 0.996 Adjusted R Square 0.996 Standard Error 0.047 Observations 67 Coefficients Standard Error t Stat Intercept (alpha) -0.02 0.016 -1.523 Beta 0.99 0.007 134.289 P-value Lower 95% Upper 95% 0.133 -0.056 0.008 0.000 0.976 1.006 Stock B Regression Statistics Multiple R 0.997 R Square 0.993 Adjusted R Square 0.993 Standard Error 0.064 Observations 67.000 Q. A. Give an interpretation of your findings from the regression analysis, particularly the estimated beta and alpha values of the two stocks and their implications on the stock price. Coefficients Standard Error t Stat Intercept (alpha) -0.0149 0.0214 -0.6964 market risk (beta) 0.9880 0.0099 99.3587 P-value Lower 95% Upper 95% 0.4886 -0.0576 0.0278 0.0000 0.9681 1.0078
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