[QUESTION 5] (15\%) You are now focusing on explaining the returns of hedge funds that invest in emerging markets, You decide to include two linearities: the square of the stock return (STOCK.SQUARE =STOCKt2 ) and the stock return interacted with a the stock return is negative, and 0 STOCKt 0Kt otherwise). models shown below - which specification do you prefer? - whether you believe the coefficient might be affected by Omitted Variable Bias (OVB) [QUESTION 5] (15\%) You are now focusing on explaining the returns of hedge funds that invest in emerging markets, You decide to include two linearities: the square of the stock return (STOCK.SQUARE =STOCKt2 ) and the stock return interacted with a the stock return is negative, and 0 STOCKt 0Kt otherwise). models shown below - which specification do you prefer? - whether you believe the coefficient might be affected by Omitted Variable Bias (OVB)