You are looking at a mutual fund that is rated by Morningstar. The rating agency states it is a large growth fund. You perform your own analysis, and find that the fund has a Fama-French alpha of 2.8% (t-stat= 3.3), a market beta of 1.05 (for the hypothesis H₀ : _M = 1, you find t-stat= 0.7), a size beta -0.3 (t-stat= -2.1), and a value beta 0.4 (t-stat= 3.0). Do your results support Morningstar's analysis?

Yes or no? Explain (3 sentences or less)