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Question 6 1 pts When we test CAPM using historical data, a classic test is to regress excess returns of stocks onto the stock betas, using the following regression specification across stocks: Ro - Rf = at Byte where Ro - Ry is the average excess return of a security or portfolio, f is the estimated beta of the security or portfolio, is the regression residual, and a (Alpha) and y (Gamma) are regression coefficients. Based on the regression, which of the following statements are true if CAPM is true? Select all two correct statements. O The Alpha is zero O The Alpha is positive O The Gamma is positive O The Gamma is zero D Question 7 1 pts