easy · Quantitative Finance
In a simple linear regression y_i = α + β x_i + ε_i, you calculate the sample covariance hatCov(x, y) = 0.0012 and the sample variance hatVar(x) = 0.0008.
What is the estimated OLS slope hatβ?
- 0.67
- 1.20
- 0.00096
- 1.50
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