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Alexis Popov, CFA, has estimated the following specification: xt = b0 + b1 × xt-1 + et. Which of the following would most likely lead Popov to want to change the model’s specification? A. Correlation(et, et-2) is significantly different from zero. B. Correlation(et, et-1) is not significantly different from zero. C. b0 < 0. |