In an attempt to "time the market," a financial analyst studies the quarterly returns of a stock. He uses the model y=0+1d1+2d2+ 3d3+ where y is the quarterly return of a stock, d1 is a dummy variable that equals 1 if quarter 1 and 0 otherwise, d2 is a dummy variable that equals 1 if quarter 2 and 0 otherwise, and d3 is a dummy variable that equals 1 if quarter 3 and 0 otherwise. The following table shows a portion of the regression results. a-1. At the 10% significance level, are the dummy variables individually significant? Yes, since the relevant p-value is less than 0.10 . Yes, since the relevant p-value is greater than 0.10 . No, since the relevant p-value is less than 0.10 . No, since the relevant p-value is greater than 0.10 . a-2. Is the analyst able to obtain higher returns depending on the quarter? No Yes b. Reformulate the model to determine if the quarterly return is higher in quarter 2 than in quarter 3 , still accounting for all quarters. (You may select more than one answer. Single click the box with the question mark to produce a check mark for a correct answer and double click the box with the question mark to empty the box for a wrong answer. Any boxes left with a question mark will be automatically graded as incorrect.) y=0+1d1+2d2+4d4+?y=0+1d1+3d3+4d4+y=0+1d1+2d2+3d3+?y=0+2d2+3d3+4d4+