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Time Le Question 7 (5 points) The results of the estimated CAPM model for the returns of the TRBCX fund (Large Cap Growth) are given
Time Le Question 7 (5 points) The results of the estimated CAPM model for the returns of the TRBCX fund (Large Cap Growth) are given below. Test the null hypothesis that market beta is equal to 1 in the CAPM model. Do you reject or not reject the null hypothesis at 5% significance level. plain excel sheet.xlsx Im(formula =r_trbcx ~ rm) Coefficients: Estimate Std. Error t value Pr(>Itl) Intercept) -0.001460 0.001603 -0.911 0.366 cm 1.007505 0.032584 30.921
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