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2. (10 points) For the Small HiBM portfolio test the null that Bsme = Bhal using the F-test. What's your conclusion, can you reject the

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2. (10 points) For the Small HiBM portfolio test the null that Bsme = Bhal using the F-test. What's your conclusion, can you reject the hypothesis that the two coefficients are equal? Hint: we have tested a similar restriction in the Fama French notebook. 2. (10 points) For the Small HiBM portfolio test the null that Bsme = Bhal using the F-test. What's your conclusion, can you reject the hypothesis that the two coefficients are equal? Hint: we have tested a similar restriction in the Fama French notebook

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