in a time series regression of the excess return of a mutual fund on a constant and the excess return on a market index, which of the following statements should be true for the fund manager to be considered to have beaten the market in a statistical sense? A The estimate for alpha should be positive and statistically significantly greater than the risk-free rate of return The estimate for beta should be positive and statistically significant The estimate for alpha should be negative and statistically significant The estimate for alpha should be positive and statistically significant