Please choose the correct answer. There will not be partial credits for these questions. 1. If the dividend-toprice ratio %' follows a stationary autoregressive process of order 1 (i.e., an AR(1) process), then g} is not correlated with 12:: T F . Assume returns rt follow a certain GARCH(1, 1) process. Then, the conditional variance 11,, is not correlated with 1115-2. T F . In the Consumption-CAPM model the stochastic discount factor cannot be a constant. T F . For a classical linear regression model, the GMM point estimates are the same as the OLS point estimates. T F . Let rt, 33, zt be random variables. If E(rt|$t) = 0 for all t, then E(rt|xt,zt) : 0. T F