"PLEASE USE 2017-2021 DATA SHOW THE SAME PRODUCDURE USE 2017-2021 DATA Source: Bloomberg, finance.yahoo.com. suppose you are considering an investment in the Fidelity select technology Portfolio (EsPitx), a us mutual fund specializing in technology stocks. you want to know whether the fund behaves more like a large-cap growth fund or a large-cap value fund. you decide to estimate the regression Yt= bo+bzX1t+62X2+ +Et w where w Ye= the monthly return to the FSPTX X3t = the monthly return to the S&P 500 growth index X2+ = the monthly return to the S&P 500 Value index Source: Bloomberg, finance.yahoo.com. The S&P 500 growth and s&P 500 value indices represent predominantly large-cap growth and value stocks, respectively. table 3 shows the results of this linear regression using monthly data from Jan-uary 2009 through december 2013. The estimated intercept in the regression is 0.0018. Thus, if both the return to the S&P 500 growth index and the return to the s&P 500 value index equal o in a specific month, the regression model predicts that the return to the EsPtx will be 0.18 percent. The coefficient on the large- cap growth index is 1.4697, and the coefficient on the large-cap value index return is -0.1833. Therefore, if in a given month the return to the s&P 500 growth index was I per- cent and the return to the S&P 500 Value index was -2 percent, the model predicts that b, b, _ -0.1833-0 =-0.9012 0.2034 the return to the Esptx would be 0.0018 + where b2 = the regression estimate of b, by = the hypothesized value of the coefficient (0) TABLE 3 500 Value x = the estimated standard error of b, This regression has 60 observations and three coefficients (two independent variables and the intercept); therefore, the t-test has 60 - 3 = 57 degrees of freedom. At the 0.05 Intercept significance level, the critical value for the test statistic is about 2.00. The absolute value S&P 500G of the test statistic is 0.9012. Because the test statistic's absolute value is less than the S&P 500 V critical value (0.9012