Suppose you estimated the Fama-French 3 factor model in Excel (like we did in class) for two portfolios. Using the regression outputs below, which portfolio had better performance? Portfolio A Coefficients Standard Error t Stat P-value Intercept 2.13 0.62 3.44 0.00 RMRF 1.34 0.15 9.11 0.00 SMB 0.14 0.20 0.72 0.47 HML -0.84 0.20 -4.19 0.00 Portfolio B Coefficients Standard Error t Stat P-value Intercept 0.72 0.63 1.15 0.25 RMRF 1.13 0.18 6.26 0.00 SMB -0.54 0.28 -1.92 0.06 HML -0.72 0.25 -2.82 0.01 OB