Which of the following is true for testing stock price predictability? Select one: a. All of the options O b. When considering an RW without drift and the Cowles-Jones test, the probability of observing an increase or a decrease in price is no longer 0.5 O c. None of the options O d. The test statistic of the Volatility Ratio test is enough for us to be able to draw significant conclusions O e. The Box-Pierce q-test is based on the fact that for RW3 processes there should be no autocorrelation between the returns