Fama and French study what factors impact the returns of an equity. Assume the following results are part of analysis which regresses firms' returns on the returns of market index, size factor SMB, and value factor HML. Results from regressing returns on three factors in the following: Coefficients SE T-stats Intercept 0.21 0.03 6.47 Rindex 0.91 1.45 0.63 SMB -0.12 0.05 -2.4 HML 0.33 0.07 4.71 From the table above, determine which factors significantly affect the stock' returns? Assume the critical value of t-test is equal to +1.967. Rindex and SMB are significant Rindex is significant Rindex and HML are significant SMB and HML are significant