Choose the statement which best explains how the Return Signal Momentum works in practice. Select one: O a. The Return Signal Momentum is based in the same principle as the Time Series Momentum. That is, use the most recent K returns and evaluate the performance of an asset. The main difference is that, whereas Time Series Momentum looks into the K-period return, Return Signal Momentum looks into all individual returns in the K-period. Then the signs are calculated, and a probability of the next period's sign is estimated. If the estimated probability is greater than 50%6, we open a long position, otherwise we open a short position b. The Return Signal Momentum is based in the same principle as the Time Series and the Cross-sectional Momentum. That is, use the most recent K returns and evaluate the performance of an asset. The main difference is that, whereas Time Series and cross-sectional Momentum look into the K-period return, Return Signal Momentum looks into all individual returns in the K-period. Then, the signs are calculated, and a probability of the next period's sign is estimated OC The Return Signal Momentum is based in the same principle as the Time Series Momentum. That is, use the most recent K returns and evaluate the performance of an asset. The main difference is that, whereas Time Series Momentum looks into the K-period return, Return Signal Momentum looks into all individual returns in the K-period. Then, the returns are calculated, and a probability of the next period's sign is estimated O d. The Return Signal Momentum is based in the same principle as the Time Series Momentum. That is use the most recent kreturns and evaluate the performance of an asset. The main difference is that, whereas Time Series Momentum looks into the K-period return, Return Signal Momentum looks into all individual returns in the K-period. Then, the signs are calculated, and a probability of the next period's sign is estimated