25. Regarding Question 3, the Pres party dummy variable in the model indicates that the mean monthly
Question:
25. Regarding Question 3, the Pres party dummy variable in the model indicates that the mean monthly value for the excess stock market return is:
A. 1.43 percent larger during Democratic presidencies than Republican presidencies.
B. 3.17 percent larger during Democratic presidencies than Republican presidencies.
C. 3.17 percent larger during Republican presidencies than Democratic presidencies.
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