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As part of your Econometrics Project, you estimate the following model for stock market returns, but you sense that there may be some problem with your model (the standard errors are reported in the parenthesis) Y, = 0.638 + 0.402X2t - 0.891X3t (0.436) (0.291) (0.763) R2 = 0.96 R2 = 0.89 la Calculate the t-ratios and comment on the statistical significance of the t- ratios based on the thumb rule. 1b Can you detect any problem in your model? 1c If yes, then what are the remedies to overcome the problem? Word limit = 25+25+25=75