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A simple linear regression is run to quantify the relationship between the return on the common stocks of medium sized companies (Mid Caps) and the return on the S&P 500 Index, using the monthly return on Mid Cap stocks as the dependent variable and the monthly return on the S&P 500 as the independent variable. The results of the regression are shown below: The strength of the relationship, as measured by the correlation coefficient, between the return on Mid Cap stocks and the return on the S&P 500 for the period under study was: A. 0.599. B. 0.774. C. 2.950. D. 0.130. |