You are investigating the systematic risk for a stock portfolio. The data contains weekly excess returns (in percent) for the portfolio (named ret_ex) and the excess return on the market portfolio (named mkt_ex). The sample size is 150. The regression results in the following output (values in parentheses under each coefficient are standard errors): ret_ext = 0.20 + 1.70 x mkt_ext, R2 = 0.60, SER = 1.4 (0.10) (1.20)(b) Calculate the t-statistics of the two coefficients and use them to determine whether the coefficients are statistically significantly different from zero at a 5% significance level. Clearly show how you reach your conclusions. (15 MARKS)