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- Topic: Quants Question HELP
| Author | Topic: Quants Question HELP |
|---|---|
| Brambles1 @2008-06-04 18:02:29 |
How do you answer this question? I am really stuck because it doesn't give the standard deviation and i just can't find any formula to help! Using a sample of 28 quarterly observations, an analyst determines that the correlation coefficient between stock A and B is 0.35. What is the computed T-stat and is this correlation coefficient sig dif from 0 @ 5% confidence level? A 1.91 No B 2.03 Yes C 1.91 Yes D 2.11 Yes |
| aLEx78 @2008-06-05 13:10:44 |
C is the right t statistic, correlation coefficient is not sig dif. from zero because the critical value is 2,056 (n-2=26)> 1,91 |
