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Basic Question 5 of 7
Suppose you are estimating the CAPM beta for All-Trick, a publicly traded brokerage for day-traders. You use 32 months of data and regress the stock performance of All-Trick against that of the overall market. You find that the slope coefficient estimated from the regression (b1) equals 1.98, with a standard error of 0.33. Find the 95% confidence interval for the beta of All-Trick.
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Learning Outcome Statements
describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the standard error of estimate in a simple linear regression
CFA® 2026 Level I Curriculum, Volume 1, Module 10.