What is the null hypothesis of the Wald test for empirical CAPM,R; = a + B * Rmt + ut? What does it mean? Select one: O a) Ho : a = 0. It means CAPM does not hold empirically. b) Ho: a = 0. It means CAPM holds empirically. O c) H : B 0. It means CAPM holds empirically. O d) H. : = 0. It means CAPM does not hold empirically