We run regressions of the excess returns of the two portfolios (Value and Growth) on the market excess return and obtain the following results. The numbers in brackets are the t-statistics. Portfolio Intercept R-squared Value 0.0462.65) 0.95(16.65) 0.86 Growth -0.015(2.40) 1.11(20.42) 0.91 What is the value premium after controlling for CAPM? O A.0.061 OB. 0.052 OC. 0.038 OD 0.06 O E 0.064