Using the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error t value Pr(>It) (Intercept)...

Using the coefficient estimates of the following market model linear regression of<br>General Motors (GM) on the S&P500 market returns,<br>Coefficients:<br>Estimate Std. Error t value Pr(>It)<br>(Intercept) O.005860 0.003704 1.582 0.12412<br>sp500<br>0.904753 0.266702 3.392 0.00196 **<br>what is the predicted value for the return of GM given that the S&P500 return is 5%<br>? The number of observations is 32.<br>O0.0511<br>000104<br>A None of the above<br>0-0.0394<br>

Extracted text: Using the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error t value Pr(>It) (Intercept) O.005860 0.003704 1.582 0.12412 sp500 0.904753 0.266702 3.392 0.00196 ** what is the predicted value for the return of GM given that the S&P500 return is 5% ? The number of observations is 32. O0.0511 000104 A None of the above 0-0.0394

Jun 11, 2022

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Using the coefficient estimates of the following market model linear regression of General Motors (GM) on the S&P500 market returns, Coefficients: Estimate Std. Error t value Pr(>It) (Intercept)...

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