You have estimated the $4-$factor model $($Fama$-$French $3$ factors $+$ Momentum factor$)$ for a stock:

Regression Model Estimates for Stock Return

Coefficients Standard Error t$-$stat P$-$value

Intercept $0\mathrm{.}010\mathrm{.}003\mathrm{.}060\mathrm{.}00$

MKT$-$RF $1\mathrm{.}100\mathrm{.}0910\mathrm{.}840\mathrm{.}00$

SMB $-0\mathrm{.}320\mathrm{.}16-2\mathrm{.}050\mathrm{.}04$

HML $-0\mathrm{.}300\mathrm{.}11-2\mathrm{.}580\mathrm{.}01$

MOM $0\mathrm{.}240\mathrm{.}131\mathrm{.}790\mathrm{.}08$

Use the $10\%$ threshold to determine the statistical significance of estimates.

$(1$ point$)$ Which factors are statistically significantly related to the stock return?

$(1$ point$)$ Determine whether the stock is cyclical, defensive, or hedging against systematic risk.

$(1$ point$)$ Suppose you want to construct a portfolio of growth stocks. Would you include this stock in the portfolio?

$(1$ point$)$ Suppose you want to construct a momentum portfolio that favors investing in past winners. Would you include this stock in the portfolio?

Note: You must explain the reason for your answers briefly and clearly.