Use the estimated regression equation from Problem 79. Interpret the results of this regression. Problem 79 Use

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Use the estimated regression equation from Problem 79. Interpret the results of this regression.

Problem 79

Use the information given in Problem 78 to estimate the regression of the monthly highest stock price on the risk-free interest rate.

Problem 78

Compute the correlation coefficient and the R² between the monthly highest prices of a stock (y, unit: dollar) and risk-free interest rates (x, unit: %). image text in transcribed

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Statistics For Business And Financial Economics

ISBN: 9781461458975

3rd Edition

Authors: Cheng Few Lee , John C Lee , Alice C Lee

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Question Posted: Mar 03, 2024 07:01 AM

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Use the estimated regression equation from Problem 79. Interpret the results of this regression. Problem 79 Use

Question:

X 1.70 1.74 1.75 1.91 2.17 2.06 2.04 1.93 1.88 1.92 1.90 1.91 y 12.5 12.1 11.9 17.4 24.8 19.3 19.5 18.2 17.6 19.6 25.2 31.3

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Statistics For Business And Financial Economics

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