Answer the followig 3 questions using the below information. You ran a regression of monthly excess returns of Amazon (A

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Answer The Followig 3 Questions Using The Below Information You Ran A Regression Of Monthly Excess Returns Of Amazon A 1 (105.28 KiB) Viewed 30 times

2. Is beta statistically significant?
Yes, becuase p-value is greater than 0.01
No, becuase p-value is greater than 0.01
Yes, becuase p-value is less than 0.01
No, becuase p-value is less than 0.01
How much (what percentage) of the Amazon’s total risk is firm
specific?
83%
1.6%
1.16%
17%
Answer the followig 3 questions using the below information. You ran a regression of monthly excess returns of Amazon (AMZN) on monthly excess returns of S&P500 and you got the following output. SUMMARY OUTPUT Regression Statistics Multiple R 0.414949898 R Square 0.172183252 Adjusted R Square 0.16437368 Standard Error 0.114512471 Observations 108 ANOVA of Regression Residual Total 1 108 107 SS MS F Significance F 0.289113343 0.289113 2204700298 8.0021 4E-08 1.389989243 0.013113 1.679102587 Stat Intercept X Variable 1 Coefficients Standard Error R-value Lover 9596 Uccer 9596 Lover 95.0% Upper 95.0% 0.016018831 0.01 1084408 1.447589 0.150680288 -0.005919434 0.037963098 -0.0059 19434 0.037953096 1.164323288 0.247968095 4.695494 8.00214-08 0.672708385 1.855940 187 0.672708385 1.855940187 What's the beta of Amazon? 0.247 1.164 0.172 0.016