[商管] [統計]-逢甲97-統計與精算-回歸
A certain risk-averse investor calculates the beta for a stock before
investing in the stock. By regressing the weekly percent returnof, say,
Stock A on the weekly percent return of the Standard and Poor's 500
index(S&P 500), the investor can determine the stock's beta, which is equal
to the slope of the regression line.
a) A slope greater than one indicates that the stock is more volatile than
S&P market index. Is there sufficient evidence to conclude that the
stock is more volatile than the S&P market index?
看不太懂在問什麼?是否可以幫忙解說一下，查了英文還是不知道說什麼?
是要檢定 β=0 還是..... 謝謝!!
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