Question
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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