You are analyzing whether the difference in returns on stocks of a particular country can be explained by two common factors,

with a linear-factor model. Your candidates for the tow factors are changes in interest rates and changes in the approval rating

of the country's president, as measured by polls. The following table gives the interest rate, the percentage of people approving

the president's performance, and the prices of three stocks (A, B and C) for the past 10 period.

Price of Stock

Period

Interest rate %

Approval %

A

B

C

1

7.3

47

22.57

24.43

25.02

2

5.2

52

19.9

12.53

13.81

3

5.5

51

15.46

17.42

19.71

4

7.2

49

21.62

24.7

23.24

5

5.4

68

14.51

16.43

18.79

6

5.2

49

12.16

11.56

14.66

7

7.5

72

25.54

24.73

28.68

8

7.6

45

25.83

28.12

21.47

9

5.3

47

13.04

14.71

16.43

10

5.1

67

11.18

12.44

12.5

Try to assess whether the two factors have an influence on stock returns. To do so, estimate the factor exposures for each of the three

stocks by doing a time-series regression for the return on each stock against the changes in the two factors.

Ri= ai +b1if1+b2if2+ei

The values of b1 are ___________, with a p-value of ________, for each of the three stocks.
In contrast, ______ values of b2 are statistically significant (each of the p-values is greater than 0.10).