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SUMMARY OUTPUT Regression Statistics Multiple R 0.9523671 R Square 0.9070031 Adjusted R Square 0.9061339 Standard Error 1.5467462 Observations 325.0000000 ANOVA df SS MS F Significance

SUMMARY OUTPUT
Regression Statistics
Multiple R0.9523671
R Square0.9070031
Adjusted R Square0.9061339
Standard Error1.5467462
Observations325.0000000
ANOVA
dfSSMSFSignificance F
Regression3.00000007490.02601772496.67533921043.57571603.7527834E-165
Residual321.0000000767.96802722.3924238
Total324.00000008257.9940449
CoefficientsStandard Errort StatP-valueLower 95%Upper 95%
Intercept0.33779640.08950233.77416530.00019120.16171130.5138816
RM1.08293240.022336648.48252320.00000001.03898791.1268769
SMB0.00448750.02884000.15560160.8764449-0.05225170.0612268
HML0.01545560.03355380.46062130.6453822-0.05055760.0814688
  1. Calculate the 95% confidence interval for the slope
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