4. Suppose we run the following regression: Return (t) Prob = 0.2 +1.2 Return (t-1) + e(t) (0.002) (0.0021) t = Months Return at t-1 (previous) predicts return at t. In this situation, is the market efficient? Explain. 4. Suppose we run the following regression: Return (t) Prob = 0.2 +1.2 Return (t-1) + e(t) (0.002) (0.0021) t = Months Return at t-1 (previous) predicts return at t. In this situation, is the market efficient? Explain