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Basic Question 5 of 7
Suppose you are estimating the CAPM beta for All-Trick, a publicly traded brokerage for day-traders. You use 32 months of data and regress the stock performance of All-Trick against that of the overall market. You find that the slope coefficient estimated from the regression (b1) equals 1.98, with a standard error of 0.33. Find the 95% confidence interval for the beta of All-Trick.
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I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach
Learning Outcome Statements
describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the standard error of estimate in a simple linear regression
CFA® 2025 Level I Curriculum, Volume 1, Module 10.