a) what is the slope of this regress? b) what is the intercept of this regress?

Question

a) what is the slope of this regress?

b) what is the intercept of this regress?

Return for the month Date 03-Jan-2007 01-Feb-2007 01-Mar-2007 IBM S&P; 500 4.33% 1.78% 1.29% 8.44% 01-May-2007 01-Jun-2007 02-Jul-2007 01-Aug-2007 1.27% 01-Oct-2007 01-Nov-2007 1.95% 1.42% 010% -4.40% -0.86% -6·12% 02-Jan-2008 01-Feb-2008 03-Mar-2008 -0.92% 671% 1.12% -0.60% 4.75% 1.07% -8.60% -0.99% 1.22% 9.21% 16.83% 7.48% ()18% -8.57% 01-May-2008 02-Jun-2008 01-Jul-2008 1-Aug- -4.51% 3.92% 02-Sep-2008 01-Oct-2008 03-Nov-2008 01-Dec-2008 02-Jan-2009 11 .74%

Explanation / Answer

Regression Analysis: IBM versus S&P_500

The regression equation is
IBM = 2.11 + 0.929 S&P_500

Predictor Coef SE Coef T P
Constant 2.111 1.263 1.67 0.109
S&P_500 0.9288 0.2285 4.06 0.001

S = 5.70291 R-Sq = 42.9% R-Sq(adj) = 40.3%

a) what is the slope of this regress?

Ans: The slope of this regress is 0.9288.

b) what is the intercept of this regress?

Ans: The intercept of this regress is 2.111.

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