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A financial analyst investigating the determinants of return on common stocks in the US fits the following model: where; . RR: real rate of return on common stocks, . Growth: output growth, . Inflation: inflation rate. . All variables are in percent form for the period 1954-1981. . The relevant STATA output is presented below. Use the STATA output to answer the following questions. Questions: 1. Report the least squares estimates of the coefficients and corresponding p-values. (2 marks) 2. Are the signs of these estimates consistent with economic theory? Explain your answer. (3 marks). 3. Determine whether the estimated coefficients are statistically significant at the 5% level of significance. (1 mark) 4. Is the overall significance of the model at the 5% level of significance? (1 mark) 5. Based on part d above, will stimulating output growth or controlling for inflation have an impact on the rate of return? Explain your answer. (2 marks) 6. How much of the variation in the real rate of return (on common stocks) does this model explain? (1 mark)2. Suppose you tossed two dice. Let A = the event that doubles are rolled. Let C = the event that an odd sum is rolled. Let E = the event that a sum of at least 9 is rolled. What is the P(A or C) ? Show work using the Special Addition Rule What is the P(C or E)? Show work using the General Addition Rule. I thought the special addition rule was P(A+C) = P(A)+P(C) but I am not really sure how to put this one together