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A Simple Linear Regression of the Return of Firm a (RA)on

Question 62

Multiple Choice

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


A) 0.03
B) 0.04
C) 0.09
D) 0.30

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