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PRMIA Exam 8007 Topic 1 Question 14 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement ? 2015 Edition exam
Question #: 14
Topic #: 1
[All Mathematical Foundations of Risk Measurement ? 2015 Edition Questions]

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?

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Suggested Answer: B

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