Suppose that you manage a large diversified investment fund and that you are interested in the sources of risk and return for your portfolio. Recently, you read in the news about the possibility of a run-up in both oil prices and gold prices, and you want to know what impact this will have on your portfolio. Accordingly, you estimated the following multifactor model that includes the market portfolio plus oil and gold prices. Here is what you found: Coefficients Standard Errors t-Stat p-value Intercept 0.015 0.010 1.500 0.139 Mkt-Rf 0.555 0.245 2.265 0.027 Oil -1.542 0.677 -2.278 0.026 Gold -3.222 1.761 -1.830 0.087 Does your portfolio have significant gold price risk according to this model? That is, is the slope coefficient on gold prices significant at the 5% level? O Cannot be determined O Yes