Consider the following model
y =
β0 +
β1x +
∈, where y is the daily rate of return of a stock, and
x is the daily rate of return of the stock market as a whole, measured by the daily rate of return of Standard & Poor's (S&P) 500 Composite Index. Using a random sample of n = 12 days from 1980, the least squares lines shown in the table below were obtained for four firms. The estimated standard error of
1 is shown to the right of each least squares prediction equation.
| Firm | Estimated Market Model | Estimated Standard Error of β1 |
| Company A | y = .0010 + 1.40x | | .03 | |
| Company B | y = .0005 - 1.21x | | .06 |
| Company C | y = .0010 + 1.62x | 1 | .34 |
| Company D | y = .0013 + .76x | | .15 |
For which of the three stocks, Companies B, C, or D, is there evidence (at
α = .05) of a positive linear relationship between
y and
x?
◦ Company C only
◦ Companies B and D only
◦ Company D only
◦ Companies B and C only
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