medium · FRM Part 1 Quantitative Analysis
An analyst performs a simple linear regression of asset returns Y on market returns X. If the sample covariance Cov(X, Y) = 0.0048 and the sample variance Var(X) = 0.0032, what is the estimated OLS slope coefficient hatβ_1?
- 0.67
- 1.50
- 1.22
- 0.0015
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