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SUMMARY OUTPUT Regression Statistics Multiple R 0.945364 R Square 0.893714 Adjusted R 0.88812 Standard E 1.211465 Observatio 61 ANOVA df SS MS F Significance F

SUMMARY OUTPUT

Regression Statistics

Multiple R

0.945364

R Square

0.893714

Adjusted R

0.88812

Standard E

1.211465

Observatio

61

ANOVA

df

SS

MS

F

Significance F

Regression

3

703.4257

234.4752

159.7625

1.03895E27

Residual

57

83.65596

1.467648

Total

60

787.0816

Coefficient

standard Erro

t Stat

Pvalue

Lower 95%

Upper 95% ower 95.0%Upper 95.0%

Intercept

0.37313

0.172766

2.15975

0.035012

0.719090107

0.02717

0.71909

0.02717

MktRF

1.16765

0.055737

20.9492

1.87E28

1.056038032

1.279262

1.056038

1.279262

SMB

0.044066

0.068291

0.645265

0.521344

0.092684148

0.180815

0.09268

0.180815

HML

0.14649

0.071428

2.05088

0.044886

0.003458134

0.289521

0.003458

0.289521

20. Examining the figure above, what is the information ratio?

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