A regression between the returns on a stock and its industry index returns gives the following results: ______________Coefficient Standard Error t-value Intercept_______2.1________2.01________1.04 Industry Index___1.9________0.31________6.13 The t-statistic critical value at the 0.01 level of significance is 2.58 Standard error of estimate = 15.1 Correlation coefficient = 0.849 The regression statistics presented indicate that the dispersion of stock returns about the regression line is: A) 72.10. B) 63.20. C) 15.10.

isn’t it just the standard error?

dispersion around the regression line = residuals technically it is the SEE i believe

right–thats what I meant. 15.10

thanks, correct! you guys may get full score in quantitative section