Question: Based on the results above from multiple regressions, please identify the style for each of the 20 firms. Label each firm based on styles: Large-Neutral,

Based on the results above from multiple regressions, please identify the

Based on the results above from multiple regressions, please identify the style for each of the 20 firms. Label each firm based on styles: Large-Neutral, Large-Value, Large-Growth, Mid-Neutral, Mid -Value, Mid-Growth, Small-Neutral, Small-Value, Small-Growth. Also, include a brief explanation on how you identified the various styles for each firm.

Firm Style t (Alpha)Beta MRPt (Beta MRP) Beta SMBt (Beta SMB Beta HML tBta HML) 0.00759141 1.0221250.0422246 -0.172565273 -0.3658046 1.227979927 -0.3087372 -1.055054637 0.006435029 0.5263141.23656471 3.046136306 -0.0414536 -0.083979496 1.04776011 2.158240799 Firm 0.005339664 -0.37346 0.8731949 1.853760207 -0.2102256-0.36659153 0.15995203 0.2839426 0.001435441 0.210809 1.28045606 5.707893425 0.284539371.042039791 0.03549672 0.313633129 -0.004596595 -0.56745 0.52119454 1.952933903 0.275730.948663989 0.14761703 0.462524567 -0.004793531 -0.46954 1.41609341 4.205924431 0.685313271.671911021 0.61913954 1.537646574 G 0.020223178 -1.56239 0.51111436 1.198577729 -0.4310712 -0.330330739 -0.5039363 -0.99795184:3 0.011536163 1.79202 0.40040902 1.977430206 0.2468273 -0.950621546 -0.0991754 -0.349625877 0.003944618 0.559951.60715635 6.924926415 0.2130645 0.756703992 1.1173062 4.025514307 0.009317935 0.752653 1.89411047 4.61942574 0.633823571276451936 1.82634449 3.744231994 0.005823343 0.30135 0.27212967 0.539197896 -0.423306 -0.689754718 0.2171955 0.359350029 1-0010278157-0.88323 1.0023002 2.614342018 0.56013682 1.200088199 1.32726884 2.894822302 0.007682927 1.04142 1.16699297 4.303371249 0.211067 0.71360276 -0.1979475 0.646525139 0.01583043 2.101940.44538529 1.739331829 0.2406015 0.793998726 0.33539604 1.126707935 0.00627654 0.02712 1.1052321 4.290419071 0.19443737 0.583097946 0.826394 2.682451029 0.027683835 2.266133 1.44299499 3.585310418 -0.211757 0.432414966 -0.9446831 -1.754929777 Q |0.001689932-0. 15217 0.71421388 1.952018977-00075811-0.01701933 0.59067453 1.349902674 0.00533649 0.36336 1.07010312 5.206177409 0.19249357 0.769243818 0.12558365 0.51033699 0.009149335 0.540071 1.03977946 1.862879136 0.3577775 0.525485958 0.32645655 0.499066231 0.01603216 2.515917 1.13359965 5.399711802 0.1119972 0.462463035 -0.2234345 -0.909352339 Firm Style t (Alpha)Beta MRPt (Beta MRP) Beta SMBt (Beta SMB Beta HML tBta HML) 0.00759141 1.0221250.0422246 -0.172565273 -0.3658046 1.227979927 -0.3087372 -1.055054637 0.006435029 0.5263141.23656471 3.046136306 -0.0414536 -0.083979496 1.04776011 2.158240799 Firm 0.005339664 -0.37346 0.8731949 1.853760207 -0.2102256-0.36659153 0.15995203 0.2839426 0.001435441 0.210809 1.28045606 5.707893425 0.284539371.042039791 0.03549672 0.313633129 -0.004596595 -0.56745 0.52119454 1.952933903 0.275730.948663989 0.14761703 0.462524567 -0.004793531 -0.46954 1.41609341 4.205924431 0.685313271.671911021 0.61913954 1.537646574 G 0.020223178 -1.56239 0.51111436 1.198577729 -0.4310712 -0.330330739 -0.5039363 -0.99795184:3 0.011536163 1.79202 0.40040902 1.977430206 0.2468273 -0.950621546 -0.0991754 -0.349625877 0.003944618 0.559951.60715635 6.924926415 0.2130645 0.756703992 1.1173062 4.025514307 0.009317935 0.752653 1.89411047 4.61942574 0.633823571276451936 1.82634449 3.744231994 0.005823343 0.30135 0.27212967 0.539197896 -0.423306 -0.689754718 0.2171955 0.359350029 1-0010278157-0.88323 1.0023002 2.614342018 0.56013682 1.200088199 1.32726884 2.894822302 0.007682927 1.04142 1.16699297 4.303371249 0.211067 0.71360276 -0.1979475 0.646525139 0.01583043 2.101940.44538529 1.739331829 0.2406015 0.793998726 0.33539604 1.126707935 0.00627654 0.02712 1.1052321 4.290419071 0.19443737 0.583097946 0.826394 2.682451029 0.027683835 2.266133 1.44299499 3.585310418 -0.211757 0.432414966 -0.9446831 -1.754929777 Q |0.001689932-0. 15217 0.71421388 1.952018977-00075811-0.01701933 0.59067453 1.349902674 0.00533649 0.36336 1.07010312 5.206177409 0.19249357 0.769243818 0.12558365 0.51033699 0.009149335 0.540071 1.03977946 1.862879136 0.3577775 0.525485958 0.32645655 0.499066231 0.01603216 2.515917 1.13359965 5.399711802 0.1119972 0.462463035 -0.2234345 -0.909352339

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