Please refer to data spreadsheet, tab Fama-French 3F. Please run Fama-French three factor regression and select the CORRECT answer:

SMB beta coefficient equals 1.03

Market beta is statistically insignificant

Intercept coefficient, or alpha, is close to 0 which is consistent with other evidence of good model performance

Coefficient of determination equals 83%

L M SUMMARY OUTPUT N R Regression Statistics Multiple R 0.987425 R Square 0.975008 Adjusted R Square 0.974845 Standard Error 1.4936 Observations 462 ANOVA Regression Residual Total df SS MS ignificance F 3 39861.19 13287.06 595607623 0 458 1021.726 2.230842 461 4088292 Intercept X Variable 1 X Variable 2 X Variable 3 Coefficientsandard Err 1 Stat P-value Lower 95%Upper 95%ower 95 Olipper 960% -0.06684 0.070164 +0.95266 0 34126738-020473 0071042020473 0071042 1.076865 0.013328 80.79539 3.956E-273 1050673 1.103057 1 050673 1100067 0.015841 0.023225 0.682041 0.49555773 -00298 0061482 00298 0081482 0.82251 0.020599 39.92952 2.868E-151 0 78203 086299 078203 086299