If you estimate the beta OLS for stock i is 1.5, the standard
error is 0.3. To test the two null hypothesis:β=3.5,β=-1,can you
reject these two null hypotheses at 10% significance level with the
tcritical = 2.96?
A.
β=3.5 cannot be rejected,β=-1 can be rejected
B.
β=3.5 can be rejected,β=-1 cannot be rejected
C.
β=3.5 can be rejected,β=-1 can be rejected
D.
β=3.5 cannot be rejected,β=-1 cannot be rejected