You have estimated the 4-factor model (Fama-French 3 factors + Momentum) for a stock: Regression Model Estimates for Stock Return Use the 10% threshold to determine the statistical significance of estimates. A. (1 point) Which of the 4 factors are statistically significantly related to the stock return? B. (1 point) Determine whether the stock is cyclical, defensive, or hedging against the systematic risk. C. (1 point) Suppose that you want to construct a portfolio of value stocks. Would you include this stock in your portfolio? D. (1 point) Suppose that you want to construct a momentum portfolio that favors investing in past winners. Would you include this stock in your portfolio? Note: You must explain your answers briefly and clearly