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 Suppose the headlines in the Wall Street Journal read, "Oil prices to go up 10%" and "Gold prices to go up 4%." According to the three factor model, which of these would be more costly to your investors? O "Gold prices to go up 4%" O Cannot be determined O "Oil prices to go up 10%