You have estimated the following Fama-French 3-factor model for a stock: Regression Model Outputs for Stock...

  

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You have estimated the following Fama-French 3-factor model for a stock: Regression Model Outputs for Stock Returns Standard P- Coefficients t-Stat Error value Intercept 0.0106 0.0045 2.3409 0.0228 Market 0.9473 0.1019 9.2940 0.0000 SMB 0.0502 0.1637 0.3066 0.7603 HML 0.9843 0.1245 7.9035 0.0000 Which of the followings is not a correct inference from the model (ignoring the statistical significance of estimates)? You have estimated the following Fama-French 3-factor model for a stock: Regression Model Outputs for Stock Returns Standard P- Coefficients t-Stat Error value Intercept 0.0106 0.0045 2.3409 0.0228 Market 0.9473 0.1019 9.2940 0.0000 SMB 0.0502 0.1637 0.3066 0.7603 HML 0.9843 0.1245 7.9035 0.0000 Which of the followings is not a correct inference from the model (ignoring the statistical significance of estimates)?