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Apple stock Fit the multiple regression of the monthly Apple Excess Return on two measures of the overall market, the return on the whole market (Market Excess Return) and the S&P 500 index (SP500 Excess Return). Use only the 72 months during 2006-2011.

(a) Does the two-variable model explain statistically significant variation in Apple Excess Return? Explain.

(b) What is the relationship between the overall F-statistic and the partial F-statistic that tests H0: b1 = b2 = 0?

(c) Is the t-statistic that tests H0: b1 = 0 in the multiple regression statistically significant? That tests H0: b2 = 0?

(d) How can you reconcile the answers to (a) and (c).

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M91725110

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