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You have asked your research assistant to regress return r6 against return r3. The slope coefficient and its standard error were accurate, but the intercept

You have asked your research assistant to regress return r6 against return r3. The slope coefficient and its standard error were accurate, but the intercept you were expected should have been more like .0058 instead of .58, with standard error of .0007 instead of .07. What do you think caused this difference

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