Exhibit 15-6

question 11

Multiple Choice

Exhibit 15-6.Tiffany & Co.has been the world's premier jeweler since 1837.The performance of Tiffany's stock is likely to be strongly influenced by the economy.Monthly data for Tiffany's risk-adjusted return and the risk-adjusted market return are collected for a five-year period (n = 60) .The accompanying table shows the regression results when estimating the CAPM model for Tiffany's return. Refer to Exhibit 15-6.When testing whether the beta coefficient is significantly greater than one,the value of the test statistic is

• A)-98.
• B)1.98.
• C)4.33.
• D)9.58.

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