ANOVA DF SS MS Regression 1 0.0994 0.0994 Residual 59 0.1412 0.0023 Total 50 0.2406 Coeff Standard Error Intercept -0.013 0.0052 S&P 500 Returns 14.135 0.1978 What return on the stock would be expected if S&P 500 Return was -4%? Give...

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Statistics

ANOVA
DFSSMS
Regression10.09940.0994
Residual590.14120.0023
Total500.2406
CoeffStandard Error
Intercept-0.0130.0052
S&P 500Returns14.1350.1978

What return on the stock would be expected if S&P 500 Returnwas -4%?

Give a 95% confidence interval for the coefficient for S&P500 Returns.

Looking both at the specification of the model and at theestimated coefficient, how can you interpret the coefficient ofS&P 500 Returns?

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