Ivy · 2020年07月08日

问一道题：NO.PZ201512020300000203 第2小题 [ CFA II ]

1. CFA II
2. Quantitative

* 问题详情，请 查看题干

问题如下：

3. Based on the regression, which used data in decimal form, if the CPIENG decreases by 1.0 percent, what is the expected return on Stellar common

stock during the next period?

选项：

A.

0.0073 (0.73 percent).

B.

0.0138 (1.38 percent).

C.

0.0203 (2.03 percent).

解释：

C is correct.

From the regression equation, Expected return = 0.0138 + -0.6486(-0.01) = 0.0138 + 0.006486 = 0.0203, or 2.03 percent.

请问此处的计算为什么不需要考虑残差项？