Solved

A Simple Linear Regression of the Return of Firm a (RA)on

Question 116

Multiple Choice

A simple linear regression of the return of firm A (RA) on the return of firm B (RB) based on 18 observations,is A simple linear regression of the return of firm A (R<sub>A</sub>) on the return of firm B (R<sub>B</sub>) based on 18 observations,is = 2.2 + 0.4 R<sub>B</sub>.If the coefficient of determination from this regression is 0.09,calculate the correlation between nR<sub>A </sub>and . A) 0.03 B) 0.04 C) 0.09 D) 0.30 = 2.2 + 0.4 RB.If the coefficient of determination from this regression is 0.09,calculate the correlation between nRA and A simple linear regression of the return of firm A (R<sub>A</sub>) on the return of firm B (R<sub>B</sub>) based on 18 observations,is = 2.2 + 0.4 R<sub>B</sub>.If the coefficient of determination from this regression is 0.09,calculate the correlation between nR<sub>A </sub>and . A) 0.03 B) 0.04 C) 0.09 D) 0.30 .


A) 0.03
B) 0.04
C) 0.09
D) 0.30

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q57: Consider the following simple linear regression model:

Q111: In the estimation of a multiple regression

Q112: Consider the sample regression equation <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB4266/.jpg"

Q113: Consider the following sample data.: <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB4266/.jpg"

Q117: The simple linear regression model can be

Q117: The value 0.75 of a sample correlation

Q119: The sample standard deviations for x and

Q119: A statistics instructor wants to examine the

Q120: Consider the sample regression equation: <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB4266/.jpg"

Q130: We use _ to derive the coefficient