A 8 SUMMARY OUTPUT Regression Statistics Multiple R 0.82795052 R Square 0.68550206 Adjusted R S 0.66865396 Standard Erro 3.40242786 Observations 60 ANOVA df Regression Residual Total SS MS F Significance F 3 1413.04775 471.015917 40.6871932 4.3299E-14 56 648.28486 11.5765154 59 2061.33261 Intercept Mkt-RF SMB HML Coefficients Standard Error Star P-value Lower 95% -0.39991712 0.45321991 0.88239089 0.38133755 -1.30782569 1.25584386 0.14127513 8.88934873 2.7236E-12 0.97283578 0.60396551 0.17869792 3.37981277 0.00132693 0.24599056 -0.41139271 0.18831096 -2.18464561 0.03311682 0.78862489 SUMMARY OUTPUT Regression Statistics Multiple R 0.8523276 R Square 0.72646234 Adjusted R S 0.70113478 Standard Erro 3.23136281 Observations 60 ANOVA Regression Residual Total 55 MS F Sonificance 5 1497.48051 299.496102 28 6826801 4.4963E-14 54 563.852103 10.4417056 59 2061.33261 Intercept Mkt-RF SMB HML RMW CMA Coefficients Standard Error Stot P-value Lower 95 Upper 95$ 0.46022964 0.43209462 -1.0651131 0.29156419 -1.32652719 0.40606791 1.166953 0.13819555 8.44421547 1.905-11 0.8898376 1.44401839 0.59653561 0.19178106 311050328 0.0029812 0.21203774 0.98103348 0.03302785 0.23751082 0.13905829 088992141 -0.44315268 050920837 0.02267248 0.313665 0.07121053 0.94349329 0.61565433 0.66099929 -1.08498484 0.38779893 -2.79780255 0.00711686 -1.86247488 -0.30749479 18. For screen shot above. Is there evidence that CMA and HML are correlated? Why or why not? 2 A 8 SUMMARY OUTPUT Regression Statistics Multiple R 0.82795052 R Square 0.68550206 Adjusted R S 0.66865396 Standard Erro 3.40242786 Observations 60 ANOVA df Regression Residual Total SS MS F Significance F 3 1413.04775 471.015917 40.6871932 4.3299E-14 56 648.28486 11.5765154 59 2061.33261 Intercept Mkt-RF SMB HML Coefficients Standard Error Star P-value Lower 95% -0.39991712 0.45321991 0.88239089 0.38133755 -1.30782569 1.25584386 0.14127513 8.88934873 2.7236E-12 0.97283578 0.60396551 0.17869792 3.37981277 0.00132693 0.24599056 -0.41139271 0.18831096 -2.18464561 0.03311682 0.78862489 SUMMARY OUTPUT Regression Statistics Multiple R 0.8523276 R Square 0.72646234 Adjusted R S 0.70113478 Standard Erro 3.23136281 Observations 60 ANOVA Regression Residual Total 55 MS F Sonificance 5 1497.48051 299.496102 28 6826801 4.4963E-14 54 563.852103 10.4417056 59 2061.33261 Intercept Mkt-RF SMB HML RMW CMA Coefficients Standard Error Stot P-value Lower 95 Upper 95$ 0.46022964 0.43209462 -1.0651131 0.29156419 -1.32652719 0.40606791 1.166953 0.13819555 8.44421547 1.905-11 0.8898376 1.44401839 0.59653561 0.19178106 311050328 0.0029812 0.21203774 0.98103348 0.03302785 0.23751082 0.13905829 088992141 -0.44315268 050920837 0.02267248 0.313665 0.07121053 0.94349329 0.61565433 0.66099929 -1.08498484 0.38779893 -2.79780255 0.00711686 -1.86247488 -0.30749479 18. For screen shot above. Is there evidence that CMA and HML are correlated? Why or why not? 2