Using the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error t value Pr(>It) (Intercept) 0.005860 0.003704 1.582 0.12412 sp500 0.904753 0.266702 3.392 0.00196 ** what is the predicted value for the return of GM given that the S&P500 return is 5% ? The number of observations is 32. 0.0104 0.0511 -0.0394 None of the above 0.4582
Using the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error t value Pr(>It) (Intercept) 0.005860 0.003704 1.582 0.12412 sp500 0.904753 0.266702 3.392 0.00196 ** what is the predicted value for the return of GM given that the S&P500 return is 5% ? The number of observations is 32. 0.0104 0.0511 -0.0394 None of the above 0.4582
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 5PPS
Related questions
Question
![Using the coefficient estimates of the following market model linear regression of
General Motors (GM) on the S&P500 market returns,
Coefficients:
Estimate
Std. Error t value Pr(>It)
(Intercept) 0.005860 0.003704 1.582 0.12412
sp500
0.904753 0.266702 3.392 0.00196 **
what is the predicted value for the return of GM given that the S&P500 return is 5%
? The number of observations is 32.
0.0104
0.0511
-0.0394
None of the above
0.4582](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F4af90622-883d-48e4-a803-2e0d06856407%2Fb654e06b-bcf4-43c5-9b91-85e9f59e50c5%2Fc3xg96l_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Using the coefficient estimates of the following market model linear regression of
General Motors (GM) on the S&P500 market returns,
Coefficients:
Estimate
Std. Error t value Pr(>It)
(Intercept) 0.005860 0.003704 1.582 0.12412
sp500
0.904753 0.266702 3.392 0.00196 **
what is the predicted value for the return of GM given that the S&P500 return is 5%
? The number of observations is 32.
0.0104
0.0511
-0.0394
None of the above
0.4582
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