PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 8002 Question # 10 Topic 2 Discussion

PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 8002 Question # 10 Topic 2 Discussion

8002 Exam Topic 2 Question 10 Discussion:
Question #: 10
Topic #: 2

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?


A.

0.32


B.

0.64


C.

0.96


D.

1.92


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