Suppose you have data on today's stock returns of 500 publicly-traded firms. You sort the data on returns based on yesterday's values of book-to-market (BM) ratios and momentum (MOM). The following table summarizes your findings Low MOM High MOM Low BM 5% 9% High BM 13% 17% Table 1: Mean returns by sorting variable (a) Suppose you run the following regression on the data R = a + BIBM'_1 + 32MOM_, + & What values do you expect for the coefficients a, B1 and B2? (b) How do you interpret B1