A
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Quantitative AnalysisEasy

An analyst runs a simple linear regression of portfolio returns (Y) against market returns (X) and obtains an R-squared of 0.82, a slope coefficient of 1.25 with a standard error of 0.18, and an intercept of 0.3%. With 60 observations, what can the analyst conclude about the statistical significance of the slope coefficient at the 5% level (critical t-value approximately 2.00)?

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