6. yt = stock log return, Xt = log index return; how would you interpret if o = 0.0a and B1 = 1.a Statistical significance levels (p-values) are 0.a and 0.0a for Bo and B1 , respectively. (10 pts) In(yt) = Bo + B1 ln(xt) + Et 6. yt = stock log return, Xt = log index return; how would you interpret if o = 0.0a and B1 = 1.a Statistical significance levels (p-values) are 0.a and 0.0a for Bo and B1 , respectively. (10 pts) In(yt) = Bo + B1 ln(xt) + Et