market efficiency using the Dickey-Fuller unit root test. The unit root results are provided below: ASpance 0.125-0.518 SPFrance 1.388)-1 (tau) ASP,Germany-0.015-0.942 SPO'rmany (-3.188) (tau) ASPUK 0.098-0.818 SPUK (-2.892) (tau) where tau are the calculated values of the Dickey-Fuller test statistics. It should be noticed that the 5% critical value of the Dickey-Fuller unit root test is -2.862 i) Does the weak form of market efficiency hold for France? Clearly explain 110] i) Does the weak form of market efficiency hold for Germany? Clearly 110] ili) Does the weak form of market efficiency hold for the UK? Clearly [10] explain explain c) Discuss the filter rule test for market efficiency. [30] market efficiency using the Dickey-Fuller unit root test. The unit root results are provided below: ASpance 0.125-0.518 SPFrance 1.388)-1 (tau) ASP,Germany-0.015-0.942 SPO'rmany (-3.188) (tau) ASPUK 0.098-0.818 SPUK (-2.892) (tau) where tau are the calculated values of the Dickey-Fuller test statistics. It should be noticed that the 5% critical value of the Dickey-Fuller unit root test is -2.862 i) Does the weak form of market efficiency hold for France? Clearly explain 110] i) Does the weak form of market efficiency hold for Germany? Clearly 110] ili) Does the weak form of market efficiency hold for the UK? Clearly [10] explain explain c) Discuss the filter rule test for market efficiency. [30]