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Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.496047946 0.246063564 0.205674112 0
Which of the following statements are correct based on the above regression output? Select all that apply The estimate for al
Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.496047946 0.246063564 0.205674112 0.082322859 作少 60 Intercept Mkt-RF SMB HML Coefficients Standard Error t Stat 0.026911876 0.011569784 2.326048238 0.565675211 0.381955416 1.480998008 1.588686162 0.434827534 3.653600652 0.166588781 0.456612309 0.364836377
Which of the following statements are correct based on the above regression output? Select all that apply The estimate for alpha is statistically different from zero because 10.03bo. The estimate for alpha is statistically different from zero because 12.33>2. The estimate for beta is statistically different from zero because 1.48bo. The estimate for beta is statistically different from zero because l0.57>0. The estimate for the SMB coefficient is statistically different from zero because 13.65p0. The estimate for the SMB coefficient is statistically different from zero because |1.59b0. The estimate for the HML coefficient is statistically equal to zero because 103612. The estimate for the HML coefficient is statistically different from zero because (0.17-0.
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Answer #1

the estimate for alpha is statistically different from 0 because |2.33|>2.

the estimate for beta is statistically different from 0 because |1.48|>0

the estimate for SMB is statistically different from 0 because |3.65|>0

the estimate for HTML is statistically equal 0 because |0.36|<20

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