After sampling portfolio returns for both funds, Karim performs regression analyses. Karim arrives at the following regression estimates for the Carletto Fund: r_(p,t)-r_(f,t)=+(r_(m,t)-r_(f,t) )+_t= 0.054 + 0.957(r_(m,t)-r_(f,t) )+_t Karim arrives at the following regression estimates for the Josep Fund: r_(p,t)-r_(f,t)=+(r_(m,t)-r_(f,t) )+_t= - 0.044 + 0.894(r_(m,t)-r_(f,t) )+_t If we assume all estimates are statistically significant and Karim sampled returns at the yearly frequency, how should we interpret the Karims alpha () and beta () estimates?