10.33 Confidence intervals for the slope and intercept. Refer to the previous two exercises. The mean and standard deviation of the S&P 500 returns for these years is 12.04% and 18.33%, respecitvely. From this and your work in the previous exercise:
(a) Find the standard error for the leas
t- squares slope b1. (b) Give a 95% confidence interval for the slope β1 of the population regression line.
(c) Explain why the intercept β0 is meaningful in this example.
(d) Find the standard error for the leas
t- squares intercept b0 and use it to construct a 95% confidence interval.