Welcome to your interview.
The question is on your right: Linear Regression Assumptions. Take a moment with it first.
Talk your thinking through with me if you like - when you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes). Discussion and graded submissions share your five interviewer interactions, so spend them well.
You are reviewing a linear regression model used to explain portfolio returns from a few market factors. The fit looks decent, but you want to check what has to be true for the coefficients and p-values to be trustworthy.
Walk me through the assumptions behind a linear regression model.