这是名字 · 2025年07月02日
NO.PZ2024120401000019
问题如下：
You fit a CAPM that regresses the excess return of Coca-Cola on the excess market return using 20 years of monthly data. You estimate α = 0.71, β = 1.37, s2 = 20.38, σx2 = 19.82 and μx = 0.71. What are the t-statistics for β?
选项：
A.2.40
B.0.065
C.0.295
D.20.9
解释：
想问下这里的关于这里S平方代表的含义是什么
NO.PZ2024120401000019 问题如下 You fit a CAPM thregresses the excess return of Coca-Cola on the excess market return using 20 years of monthly tYou estimate α = 0.71, β = 1.37, s2 = 20.38, σx2 = 19.82 anμx = 0.71. Whare the t-statistifor β? A.2.40 B.0.065 C.0.295 20.9 可否详细描述下这道题的解题思路，考的哪个知识点
NO.PZ2024120401000019 问题如下 You fit a CAPM thregresses the excess return of Coca-Cola on the excess market return using 20 years of monthly tYou estimate α = 0.71, β = 1.37, s2 = 20.38, σx2 = 19.82 anμx = 0.71. Whare the t-statistifor β? A.2.40 B.0.065 C.0.295 20.9 β的stanrerror这个公式怎么来的啊
