The accompanying data represent the annual rates of return of two​ companies' stock for the past 12 years. Complete parts​ (a) through​ (k). Year Rate of Return of Company 1 Rate of Return of Company...


The accompanying data represent the annual rates of return of two​ companies' stock for the past 12 years. Complete parts​ (a) through​ (k).


Year Rate of Return of Company 1 Rate of Return of Company 2
1996 0.203 0.398
1997 0.310 0.510
1998 0.267 0.410
1999 0.195 0.436
2000 -0.101 -0.060
2001 -0.130 -0.151
2002 -0.234 -0.357
2003 0.264 0.328
2004 0.090 0.207
2005 0.030 -0.014
2006 0.128 0.093
2007 -0.035 0.027


​(j) Plot residuals against the rate of return of Company 1. Does the residual plot confirm that the relation between the rate of return of Company 1 and Company 2 is​ linear? Yes or No?


​(k) Are there any years where the rate of return of Company 2 was​ unusual? Yes or No?

(g) Interpret the slope. Choose the correct answer below.<br>O A. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will decrease by about 0.03 percentage points, on average.<br>O B. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will increase by about 1.48 percentage points, on average.<br>OC. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will increase by about 0.03 percentage points, on average.<br>O D. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will decrease by about 1.48 percentage points, on average.<br>(h) Interpret the y-intercept. Choose the correct answer below.<br>O A. The y-intercept indicates that the rate of return for Company 1 will be 1.4787 when there is no change to Company 2.<br>O B. The y-intercept indicates that the rate of return for Company 2 will be 1.4787 when there is no change to Company 1.<br>OC. The y-intercept indicates that the rate of return for Company 1 will be 0.0306 when there is no change to Company 2.<br>O D. The y-intercept indicates that the rate of return for Company 2 will be 0.0306 when there is no change to Company 1.<br>(i) What proportion of the variability in the rate of return of Company 2 is explained by the variability in the rate of return of Company 1?<br>The proportion of the variability is%.<br>(Round to one decimal place as needed.)<br>

Extracted text: (g) Interpret the slope. Choose the correct answer below. O A. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will decrease by about 0.03 percentage points, on average. O B. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will increase by about 1.48 percentage points, on average. OC. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will increase by about 0.03 percentage points, on average. O D. For each percentage point increase in the rate of return for Company 1, the rate of return of Company 2 will decrease by about 1.48 percentage points, on average. (h) Interpret the y-intercept. Choose the correct answer below. O A. The y-intercept indicates that the rate of return for Company 1 will be 1.4787 when there is no change to Company 2. O B. The y-intercept indicates that the rate of return for Company 2 will be 1.4787 when there is no change to Company 1. OC. The y-intercept indicates that the rate of return for Company 1 will be 0.0306 when there is no change to Company 2. O D. The y-intercept indicates that the rate of return for Company 2 will be 0.0306 when there is no change to Company 1. (i) What proportion of the variability in the rate of return of Company 2 is explained by the variability in the rate of return of Company 1? The proportion of the variability is%. (Round to one decimal place as needed.)
(b) Determine the correlation coefficient between rate of return of Company 1 and Company 2.<br>The correlation coefficient is<br>(Round to three decimal places as needed.)<br>(c) Based on the scatter diagram and correlation coefficient, is there a linear relation between rate of return of Company 1 and Company 2?<br>Yes<br>No<br>(d) Find the least-squares regression line treating the rate of return of Company 1 as the explanatory variable. Choose the correct answer below.<br>y = 0.0306x + 1.4787<br>y = 1.4787x -0.0306<br>y = 1.4787x +0.0306<br>O V = - 1.4787x +0.0306<br>(e) Predict the rate of return of Company 2 if the rate of return of Company 1 is 0.15 (15%).<br>The rate of return of Company 2 will be<br>(Round to four decimal places as needed.)<br>(f) If the actual rate of return for Company 2 was 20.0% when the rate of return of Company 1 was 15%, was the performance of Company 2 above or below average among all years the<br>returns of Company 1 were 15%?<br>

Extracted text: (b) Determine the correlation coefficient between rate of return of Company 1 and Company 2. The correlation coefficient is (Round to three decimal places as needed.) (c) Based on the scatter diagram and correlation coefficient, is there a linear relation between rate of return of Company 1 and Company 2? Yes No (d) Find the least-squares regression line treating the rate of return of Company 1 as the explanatory variable. Choose the correct answer below. y = 0.0306x + 1.4787 y = 1.4787x -0.0306 y = 1.4787x +0.0306 O V = - 1.4787x +0.0306 (e) Predict the rate of return of Company 2 if the rate of return of Company 1 is 0.15 (15%). The rate of return of Company 2 will be (Round to four decimal places as needed.) (f) If the actual rate of return for Company 2 was 20.0% when the rate of return of Company 1 was 15%, was the performance of Company 2 above or below average among all years the returns of Company 1 were 15%?
Jun 10, 2022
SOLUTION.PDF

Get Answer To This Question

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here