4. The following regression results were based on monthly data over the period January 2010 to December 2015: Y = 0.00681 + 0.75815X se = (0.02596) (0.27009) t = (0.26229) (2.80700) p value = (0.7984) (0.0186) r2 = 0.4406 Y = 0.76214x se = (0.26599) t = (2.95408) p value = 0.0131) r2 = 0.43684 where Y = excess returns on an index of 104 stocks in the sector of cyclical consumer goods, %, and X = excess returns on the overall stock market index, %. (a) What is the difference between the two regression models? (b) Given the preceding results, would you retain the intercept term in the first model? Why or why not? ) How would you interpret the slope coefficients in the two models? (d) Can you compare the r2 terms of the two models? Why or why not