Question: 20. Define the regression equation you would use to predict returns on socially responsible mutual funds. a. SRI Fund Returns = + 0.21 - 0.05*SMB

20. Define the regression equation you would use to predict returns on socially responsible mutual funds. a. SRI Fund Returns = + 0.21 - 0.05*SMB - 0.006*HML - 0.8*ERM + 0.09*RF + 0.01*MOM - 0.14*Recession b. SRI Fund Returns = -0.21 + 0.05*SMB + 0.8*ERM C. SRI Fund Returns = -0.21 + 0.05*SMB + 0.006*HML + 0.8*ERM -0.09*RF -0.01*MOM +0.14*Recession d. SRI Fund Returns = -0.21 + 0.05*SMB + 0.8*ERM + &amp

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