15 marks] Use the F-statistic to test the null hypothesis that the coefficients on the three new explanatory variables (SMB, RMW and CMA) added in the second model are all simultaneously equal to zero (i.e. whether they are jointly statistically insignificant). You must calculate the F-statistic yourself using the formula from the lecture notes and not use the F-test function in EViews. Carefully state your null and alternative hypotheses, the numerator and denominator degrees of freedom and the relevant 5% critical value from the F-distribution. Clearly show how you calculate the value of the test statistic and clearly explain what the outcome of the test is