medium · Quantitative Finance
Excess returns of a stock (y) are regressed on market excess returns (x) over five periods with the following (x, y) pairs in percent: (2, 3), (-1, -2), (3, 5), (0, 1), (1, 3).
What is the estimated OLS beta (slope) of the stock?
- 0.40
- 2.00
- 1.60
- 1.00
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