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Below is the output of the regression of fund Xx monthly excess returns on four factors which include Market Risk Premium (MKTRF), Small firms returns minus Big Firms Retums (SMB), Value firms returns minus Growth firms Return (HML) and Winner firms returns minus Loter firms returns(UMD). The table presents the intercept and slope coefficients of the regression. The sample period used is 1980-2012. Coefficients Stat Intercept 0.51% 2.25 B(MKT-RF) 0.85 1.63 B(HML) -0.76 -2.03 B(SMB) 1.01 2.37 BUMD) 0.41 2.18 a) (5 pts) Interpret the alpha of this mutual fund. Do you think the manager shows stock picking ability b) (15 pts) Interpret the slope coefficients. Discuss the style analysis of the manager. (Hint: Does the manager invest more in small vs large, value ys. growth, winner vs. loser stocks, riskler than the market For the toolbar, prets ALT+F10 (PC) or ALT=PN10 (Mac) Below is the output of the regression of fund Xx monthly excess returns on four factors which include Market Risk Premium (MKTRF), Small firms returns minus Big Firms Retums (SMB), Value firms returns minus Growth firms Return (HML) and Winner firms returns minus Loter firms returns(UMD). The table presents the intercept and slope coefficients of the regression. The sample period used is 1980-2012. Coefficients Stat Intercept 0.51% 2.25 B(MKT-RF) 0.85 1.63 B(HML) -0.76 -2.03 B(SMB) 1.01 2.37 BUMD) 0.41 2.18 a) (5 pts) Interpret the alpha of this mutual fund. Do you think the manager shows stock picking ability b) (15 pts) Interpret the slope coefficients. Discuss the style analysis of the manager. (Hint: Does the manager invest more in small vs large, value ys. growth, winner vs. loser stocks, riskler than the market For the toolbar, prets ALT+F10 (PC) or ALT=PN10 (Mac)