Ine resuns of the ssamated Muntiactor model tor the returns of the I hacix fund flarge Cap Growth) are given below. What is the SMB? Would you expect the coefficient for SMB to be positive or negative based on fund description? Cul:- Conmicientar (trinecopt) 0.0027860.00138420130049027 * Signiff, codes: 0%+0.001w0.01+0.05:0.11 Resideal standard error 0.009256 on 55 degrees of freedom Maltiple R-squaned: 0.9698, Adjustod R-squemed: 0.9676 SMB stands for a factor portfolio based on momentum strategy. Due to Efficient Market Hypothesis the coefficient is expected to be zero. SMB stands for a factor portfolio based on size. It is computed as the portfolio returns of small size stocks minus portfolio returns of large cap stocks. Positive coefficient is expected since the TRBCX fund invests in large cap stocks and should have superior performance compared to investment in small cap stocks SMB stands for a factor portfolio based on size. It is computed as the portfolio returns of small size stocks minus portfolio returns of large cap stocks. Negative coefficient is expected since the TRBCX fund invests in large cap stocks and has a negative exposure to this factor. SMB stands for a factor portfolio based on Book to Market Ratio. It is computed as the portfolio returns of value stocks (high book to market) minus portfolio returns of growth stocks (low book to market). Negative coefficient is expected since the TRBCX fund invests in growth stocks and has a negative exposure to