For Equity Long/Short, run two regressions: (i) a univariate regression of the hedge fund indexs excess return on market excess return; and (ii) a multivariate regression on the market, size, value, and momentum factors. Interpret the loadings on the different factors. What do we learn of the investment style? Compare the multivariate alpha with the alpha from the univariate market regression. Discuss the difference in interpretation between the univariate vs. multivariate alphas.