b. The results of the second stage regression using 4 different methods of forming the factors for size and value are presented in Table 4.1 below. Provide explanation on what is different and what is similar amongst the 4 different methods. What conclusions can you draw from these different estimations? (12 marks] Table 4.1: Results from estimating second stage regression with 4 different methods of forming factors for size and value. (p-values are in parentheses). * ** significant at 1 percent, "significant at 5%, * significant at 10%. Method 1 Method 2 Method 3 Method 4 D.0067 0.0116+* 0.0098- -0.0029 (0.2199) (0.0285) (0.0485) (0.4775) -0.0034 -0.0085* -0.0067+ 0.0042 (0.5043) (0.0641) (0.1215) (0.2504) 0.0014+ 0.0016+ 0 00154 0.0004 (0 0000) (D.000D) (0.0001) (0.1401) -0.00194 -0.00194 -0.0020 -0.00214 (0 0 000) (D.0000) (0.0000) (0.0000) R-squared 0.45 0.46 0.48 0.39 Jacque-Bera test