22. The coefficient on the variable SMB tells us: For every unit increase in SMB we can expect a 0.052 decrease in the average returns on socially responsible mutual funds, and this relationship is statistically significant For every unit increase in the average return on socially responsible mutual funds we can expect a 0.052 increase in SMB and this relationship is statistically significant For every unit increase in SMB, we can expect a 0.052 increase in the average returns on socially responsible mutual funds, and this relationship is statistically significant For every unit increase in the average return on socially responsible mutual funds we can expect a 0.052 decrease in SMB, and this relationship is not statistically significant