Question 26 2 pts Consider the following Excel output from a Fama-French three-factor model regression...
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Question 26 2 pts Consider the following Excel output from a Fama-French three-factor model regression for a stock: Coefficients Standard Error T-stat P-value Intercept 0.013 0.010 1.300 0.199 Market 1.570 0.219 7.176 0.000 SMB -0.214 0.443 -0.484 0.630 HML -1.299 0.330 -3.937 0.001 What is the estimated alpha for this stock? Your answer should be in decimal values and accurate to the hundredth. For example, if your answer is 0.2167, then type in 0.22. Question 27 2 pts Continue from Question 26. Is the estimated alpha statistically significant? or can you reject the null hypothesis that the true value of alpha equals zero? O Yes O No
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