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Basic Question 2 of 2

Jason wishes to establish the possible drivers of a company's percentage return on capital (ROC). He identifies performance measures such as the profit margin (%), sales, and debt ratio as possible drivers of ROC. He obtains the following results from the regression of ROC on profit margin (%), sales, and debt ratio.

Which independent variable(s) is (are) most likely statistically and significantly different from zero at the 5% significance level, assuming the sample size is 25?

A. Profit margin.
B. Sales and profit margin.
C. Sales and debt ratio.

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I used your notes and passed ... highly recommended!
Lauren

Lauren

Learning Outcome Statements

formulate a multiple linear regression model, describe the relation between the dependent variable and several independent variables, and interpret estimated regression coefficients;

CFA® 2025 Level II Curriculum, Volume 1, Module 1.