Asurprising discovery. an intern at a quantitative hedge fund examines the daily returns of around 400 stocks over one year (which has 250 trading days). she tells her supervisor that she has discovered that the returns of one of the stocks, google (goog), can be expressed as a linear combination of the others, which include many stocks that are unrelated to google (say, in a different type of business or sector). her supervisor then says: "it is overwhelmingly unlikely that a linear combination of the returns of unrelated companies can reproduce the daily return of goog. so you’ve made a mistake in your calculations." is the supervisor right? did the intern make a mistake? give a very brief explanation.