Question: Regarding Question 3, the Pres party dummy variable in the model indicates that the mean monthly value for the excess stock market return is: A.

Regarding Question 3, the Pres party dummy variable in the model indicates that the mean monthly value for the excess stock market return is:

A. 1.43 percent larger during Democratic presidencies than Republican presidencies.

B. 3.17 percent larger during Democratic presidencies than Republican presidencies.

C. 3.17 percent larger during Republican presidencies than Democratic presidencies.

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