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Using the regression output below, this model a good predictor and we would estimate the required return for the investment to be if the return
Using the regression output below, this model a good predictor and we would estimate the required return for the investment to be if the return on the market were to be 10%. State your answer as a percentage and not in decimal form (i.e. 13.21 not.1321). Hint: because the alpha is in decimal form, enter the expected market return as a decimal in your SCL. Regression Stats IR 0.9203 R2 10.8470 Adjusted R2 10.8394 SE of 2.3471 Regression Coefficients Intercept 0.0243 S&P 500 1.05 Standard Errort-Statistic 0.2879 4.2794 0.2641 4.9110 Ip-value 0.0001 0.0000 O is: 12.93% O is not: 12.93% O is not; 25.35% is: 25.35%
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