You wish to test the factors model in the data. You collect data on several portfolios, and compute their exposures to factors A and B. You run the following regression {notice that it is similar to a second-stage Fama-Macbeth [19?3) regression}: Rig 2 Yo + his; + \"F235; + Ysasas + 6': lfthe model is true, and there are no abnormal returns, what is your null-hypothesis for what Yo: Y1: 1:2, and 1V3 should be? [small hint: note that equation (1} can be written as: E[Rf] = U + EAIiHRj] + BBJEWE] + 3&5er - II]. Map this into the regression]