case13 - TAB] SUMMARY OUTPUT Regression Statistics Multiple...

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TAB] Page PAGE] SUMMARY OUTPUT Regression Statistics Multiple R 0.9983559 R Square 0.9967145 Adjusted R0.9957758 Standard E0.0022113 Observatio 10 ANOVA df SS MS F ignificance F Regression 2 0.010384 0.005192 1061.8031 2.03E-009 Residual 7 3.42E-005 4.89E-006 Total 9 0.0104183 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0.5341174 0.0061361 87.045326 6.96E-012 0.5196079 0.5486269 0.5196079 0.5486269 X Variable -0.009006 0.0001978 -45.5366 6.44E-010 -0.009474 -0.008539 -0.009474 -0.008539 X Variable 0.0098916 0.0013985 7.0727971 0.0001984 0.0065846 0.0131986 0.0065846 0.0131986
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TAB] Page PAGE] Asset price Strike Time (yearsRisk-free returnVolatility BS price x N(x) N(x2) 1+rf Diff 30.00 $25.00 0.50 7.00% 31.33% 6.350 1.0865 0.8614 0.8065 107.00% 6.35 (0.00) 30.00 $27.50 0.50 7.00% 29.06% 4.410 0.6908 0.7552 0.6863 107.00% 4.41 (0.00) 30.00 $30.00 0.50 7.00% 26.79% 2.760 0.2733 0.6077 0.5334 107.00% 2.76 (0.00) 30.00 $32.50 0.50 7.00% 24.56%
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case13 - TAB] SUMMARY OUTPUT Regression Statistics Multiple...

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