Based on the output below from regression analysis performed to develop a model for predicting a firm's Price-Earnings Ratio (PE) based on Growth Rate, Profit Margin, and whether or not the firm is Green (1 = Yes, 0 = No), at alpha = 0.05, what can be concluded? The regression equation is PE = 8.04 + 0.757 Growth Rate + 0.0516 Profit Margin + 2.09 Green Predictor Coef SE Coef P Constant 8. 043 1.570 5.12 0.000 Growth Rate 0. 7569 0. 1355 5.59 0.000 Profit Margin 0. 05162 0. 03239 1.59 0.139 Green? 2. 0900 0. 7945 2. 63 0.023 S = 1.12583 R-Sq = 87.8% Whether or not a firm is Green is significant in predicting its PE ratio. That the regression coefficient associated with Growth Rate is not significantly different from zero. That Profit Margin is a significant variable in predicting a firm's PE ratio. O That the regression coefficient associated with Profit Margin is significantly different from zero