View the step-by-step solution to:

# Fund ret Time 1 Time 2 Time 3 Time 4 Time 5 Time 6 Time 7 Time 8 Time 9 Time 10 Time 11 Time 12 Time 13 Time 14 Time 15 S&amp;P ret 0.08 -0.03 -0.09...

Use the data to run a regression. When completed, the regression has an alpha of (t stat=?) and a beta of (t stat=?)?
Fund ret S&P ret Rf (Fund-rf) (S&P-rf) Time 1 0.03 0.02 0.005 0.025 0.015 0.025 Time 2 0.12 0.1 0.005 0.115 0.095 0.115 Time 3 0.08 0.09 0.004 0.076 0.086 0.076 Time 4 -0.03 -0.01 0.005 -0.035 -0.015 -0.035 Time 5 -0.06 -0.03 0.004 -0.064 -0.034 -0.064 Time 6 0.05 0.03 0.006 0.044 0.024 0.044 Time 7 0.07 0.03 0.005 0.065 0.025 0.065 Time 8 0.09 0.06 0.005 0.085 0.055 0.085 Time 9 -0.09 -0.08 0.005 -0.095 -0.085 -0.095 Time 10 0 0 0.004 -0.004 -0.004 -0.004 Time 11 0.1 0.02 0.005 0.095 0.015 0.095 Time 12 0.12 0.08 0.005 0.115 0.075 0.115 Time 13 -0.03 -0.04 0.005 -0.035 -0.045 -0.035 Time 14 0.01 0 0.005 0.005 -0.005 0.005 Time 15 0.02 0.03 0.005 0.015 0.025 0.015
Sign up to view the entire interaction

#### Top Answer

Dear Student Please find... View the full answer

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9177692278
R Square
0.8423003554
Adjusted R Square
0.8301696135
Standard Error
0.027032497
Observations
15
ANOVA
df
Regression
Residual
Total...

### Why Join Course Hero?

Course Hero has all the homework and study help you need to succeed! We’ve got course-specific notes, study guides, and practice tests along with expert tutors.

### -

Educational Resources
• ### -

Study Documents

Find the best study resources around, tagged to your specific courses. Share your own to gain free Course Hero access.

Browse Documents
• ### -

Question & Answers

Get one-on-one homework help from our expert tutors—available online 24/7. Ask your own questions or browse existing Q&A threads. Satisfaction guaranteed!

Ask a Question
Ask a homework question - tutors are online