1:43 0 4G Question-2: You are interested in determining what factors influence the price of a stock. After some examination, a statistician hypothesized that a stock price (Y in $) would be affected...

Need complete solution

Extracted text: 1:43 0 4G Question-2: You are interested in determining what factors influence the price of a stock. After some examination, a statistician hypothesized that a stock price (Y in $) would be affected by its quarterly dividends (X1 in $), its price/earnings ratio (X2), and the interest rate of treasury bills (X3 in %). The values of the relevant variables were observed for a period of 40 quarters. When the data were run on Excel, the following partial printout was created. Multiple Regression Analysis Parameter Estimate SE t-Statistic Constant X1 17.3925 5.5254 ? ? 7.5016 5.5054 -0.4158 0.57091 X2 0.5228 ? ? 1.3982 X3 Analysis of Variance Source Sum of Squares Df Mean Square F-Ratio Model Residual ? ? ? 180.095 ? Total 697.040 R-squared = ? Adjusted R-Squared = ? a) What is the value of b1? Carefully explain what this number means. b) What is the value of SSR? Carefully explain what this number means. c) Test at the 5% level of significance the hypothesis that there is a linear and negative relation between price/earning (X2) and the stock price. State your conclusions in the context of the problem. d) Test the following hypothesis, use a=.99. State your conclusions in the context of the problem. Họ: B, = B2 = B, = 0