Question: In the day-of-the-week regression r = C1 + c2 11+ c3 12 + C4/3+ cs 14 + er, where 11. 12. 13 and 14 are

In the day-of-the-week regression r = C1 + c2 11+ c3

In the day-of-the-week regression r = C1 + c2 11+ c3 12 + C4/3+ cs 14 + er, where 11. 12. 13 and 14 are dummies for Tuesday, Wednesday, Thursday, and Friday, respectively, suppose the estimated coefficients C1 = 0.01% and c5 = -0.02%, what is the expected stock retum on Friday? Select one: O 9.0.0296 Ob -0.01% O c. none of the above. O d. 0.03%

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