Independent variables: MKT = Market capitalization= Market capitalization / $1.0 million IND = Industry quartile ranking (IND = 4 is the highest ranking) FORT = Fortune 500 firm, where {FORT= 1 if the stock is that of a Fortune 500 firm, FORT= 0 if not a Fortune 500 stock} The regression results are presented in the tables below: Coefficient Standard Error Statistic P -Value 0.5220 1.2100 0.430 0.681 0.0460 0.0150 3.090 0.021 Intercept Market Capitalization Industry Ranking Fortune 500 ANOVA 0.7102 0.2725 2.610 0.040 0.9000 0.5281 1.700 0.139 df SS MSS F Significance F 0.006 Regression 3 20.5969 6.8656 12.100 Error 6 3.4031 0.5672 Total 9 24.0000 A. Based on the results in the table, determine the regression equation. (4 marks) B. The expected amount of the stock return attributable to it being a Fortune 500 stock is closest to: (3 marks) C. The expected return on the stock of a firm that is not in the Fortune 500, has a market capitalization of$ 5 million, and is in an industry with a rank of 3 is closest to: (3 marks) D. Judge whether being a Fortune 500 stock contribute significantly to stock returns, using 5% level of signaficance (4 marks)