An economic theory is that the money flowing in and out of mutual funds (fund flows) is related to the performance of stock market (market return). Below is the part of the regression analysis, where the response variable is fund flows ($ million) and explanatory variable is market return (%). Find the 90% prediction interval for a month that reports a market return of 9 % .

Dependent variable is fund flows.

R squared = 19.1 %

s=10,998 with 154-2 = 152 degrees of freedom

variable Coeff SE (Coeff)

intercept 9639.40 896.5

market return 1156.90 197.42

mean market return = 7.5%