You just ran a regression on a Fund's returns vs. the S&P 500 (stock market). Below are the statistics from the regression:   Beta Coefficient: 0.73   Standard Error of Beta Coefficient: 0.056   What is the t-statistic for the Beta Coefficient?   Group of answer choices   0.041   0.077   0.73   None of the above

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter4: Equations Of Linear Functions
Section4.6: Regression And Median-fit Lines
Problem 4PPS
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You just ran a regression on a Fund's returns vs. the S&P 500 (stock market). Below are the statistics from the regression:

 

Beta Coefficient: 0.73

 

Standard Error of Beta Coefficient: 0.056

 

What is the t-statistic for the Beta Coefficient?

 

Group of answer choices

 

0.041

 

0.077

 

0.73

 

None of the above

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