A simple linear regression of the return of firm A ( )on the return of firm B ( ),based on 18 observations,is = 2.2 + 0.4 .If the coefficient of determination from this regression is 0.09 calculate the correlation between and .
A)0.03
B)0.04
C)0.09
D)0.30

Question

A simple linear regression of the return of firm A (  )on the return of firm B (  ),based on 18 observations,is  = 2.2 + 0.4  .If the coefficient of determination from this regression is 0.09 calculate the correlation between  and  .
A)0.03 
B)0.04 
C)0.09 
D)0.30

Quizplus · Accepted Answer

The Answer of A simple linear regression of the return of firm A (  )on the return of firm B (  ),based on 18 observations,is  = 2.2 + 0.4  .If the coefficient of determination from this regression is 0.09 calculate the correlation between  and  .
A)0.03 
B)0.04 
C)0.09 
D)0.30

A Simple Linear Regression of the Return of Firm a