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 size (SZ). The following table summarizes your findings Small SZ Large SZ Low BM 3% 9% High BM 13% 17% Table 2: Mean returns by sorting variable (a) Suppose you run the following regression on the data R = a + BIBMi_1 + B2SZ_1 + B3BMi_1 x SZ_1+ &; What values do you expect for the coefficients a, B1, B2 and B3? (b) How do you interpret a? (c) How do you interpret B3