An analyst regresses the returns of 60 stocks in a stock market and finds that the best fitting line is: Return=8% +9%×BetaIf the standard error of the estimate is 6% and the standard error of the coefficient of Beta is 4%, the test statistic for the coefficient is closest to:
An analyst regresses the returns of 60 stocks in a stock market and finds that the best fitting line is: Return=8% +9%×BetaIf the standard error of the estimate is 6% and the standard error of the coefficient of Beta is 4%, the test statistic for the coefficient is closest to: A.1.33; B.1.43; C.1.50; D.2.25