A
AcadiFi
Quantitative MethodsHard

Pinnacle Research runs a regression of monthly stock returns for Orion Dynamics on the market index over 60 months. The regression yields an intercept of 0.3%, a slope coefficient of 1.25, and a standard error of the slope of 0.40. To test whether the stock's beta is significantly different from 1.0, the t-statistic is closest to:

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