这个知识点在哪里呀？

问题如下：

A risk manager at Firm SPC is testing a portfolio for heteroskedasticity using the White test. The portfolio is modeled as follows:

The residuals are computed as follows:

Which of the following correctly depicts the second step in the White test for the portfolio?

选项：

A.

B.

C.

D.

解释：

中文解析：

White 检验的第二步是对常数、所有解释变量以及所有解释变量的叉积的残差平方进行回归。

The second step in the White test is to regress the squared residuals on a constant, on all explanatory variables, and on the cross product of all explanatory variables.

B is incorrect. It is missing the constant.

C is incorrect. It is missing the cross-product.

D is incorrect. It is missing the explanatory variable.