Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. question 26 2 pts consider the following excel out

Question 26 2 pts Consider the following Excel output from a Fama-French three-factor model regression...

80.2K

Verified Solution

Question

Finance

image

Question 26 2 pts Consider the following Excel output from a Fama-French three-factor model regression for a stock: Coefficients Standard Error T-stat P-value Intercept 0.013 0.010 1.300 0.199 Market 1.570 0.219 7.176 0.000 SMB -0.214 0.443 -0.484 0.630 HML -1.299 0.330 -3.937 0.001 What is the estimated alpha for this stock? Your answer should be in decimal values and accurate to the hundredth. For example, if your answer is 0.2167, then type in 0.22. Question 27 2 pts Continue from Question 26. Is the estimated alpha statistically significant? or can you reject the null hypothesis that the true value of alpha equals zero? O Yes O No

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students