问题如下:
Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable. All of the data are in decimal form, where 0.01 indicates a 1 percent return.
Based on the regression, which used data in decimal form, if the CPIENG decreases by 1.0 percent, what is the expected return on Stellar common stock during the next period?
选项:
A. 0.0073 (0.73 percent).
B. 0.0138 (1.38 percent).
C. 0.0203 (2.03 percent).
解释:
C is correct.
From the regression equation, Expected return = 0.0138 + -0.6486(-0.01) = 0.0138 + 0.006486 = 0.0203, or 2.03 percent.
我其实做对了,但有个疑问,何老师讲的是如果题目中告诉是percent形式,則代入-1,事实上这题告诉是percent,但应该代入-1%啊