Marc Pyeatt ran a Fama and French (2015) five-factor regression model for a stock's monthly excess returns and obtained the following panel for the regression coefficients. The five factors are, in their orders, the market excess return, SMB, HML, RMW, and CMA. Coefficients Standard Errort Stat P-value Lower 95% Upper 95% Intercept 3.44 2.21 1.55 0.13 -1.00 7.88 X Variable 1 0.92 0.70 1.32 0.19 -0.48 2.32 X Variable 2 0.21 1.06 0.20 0.84 -1.90 2.33 X Variable 3 0.66 1.24 0.54 0.59 -1.81 3.14 X Variable 4 -2.31 1.65 -1.40 0.17 -5.63 1.00 X Variable 5 -3.18 2.11 -1.51 0.14 -7.41 1.04 The regression results indicate that the company associated with the stock is likely to have been investing (growing its assets) a lot lately. O True O False