The following table reports some of the regression results for Lumia General and General Fund. Regression coefficient t Statistic Probability of t- Statistic Lower 95% Confidence Interval Upper 95% Confidence Interval Institution Lumia General Intercept -0.09 0.00 1.66 0.93 0.00 -0.02 1.32 0.02 2.01 9.71 Slope (beta) General Fund 0.70 0.49 0.00 Intercept Slope (beta) 0.00 1.20 0.01 1.32 0.00 21.10 1.09 Which of the following statements are consistent with the data for General Fund? Check all that apply. The CAPM explains its average return very well. The estimated beta is 1.32. The estimated beta is 1.20. The CAPM poorly explains its average return. The following table reports some of the regression results for Lumia General and General Fund. Regression coefficient t Statistic Probability of t- Statistic Lower 95% Confidence Interval Upper 95% Confidence Interval Institution Lumia General Intercept -0.09 0.00 1.66 0.93 0.00 -0.02 1.32 0.02 2.01 9.71 Slope (beta) General Fund 0.70 0.49 0.00 Intercept Slope (beta) 0.00 1.20 0.01 1.32 0.00 21.10 1.09 Which of the following statements are consistent with the data for General Fund? Check all that apply. The CAPM explains its average return very well. The estimated beta is 1.32. The estimated beta is 1.20. The CAPM poorly explains its average return