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  3. 2. estimate the capm and the fama-french three-fac

2. Estimate the CAPM and the Fama-French Three-factor model for your portfolio given in Column...

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2. Estimate the CAPM and the Fama-French Three-factor model for your portfolio given in Column 2 of the data file (don't forget to subtract the risk-free rate). Report the coefficients (the alphas and betas), their t-stats, and the R2 for each model in a single table (Table 2). Do your data agree with the either the CAPM or FF models? 2. Estimate the CAPM and the Fama-French Three-factor model for your portfolio given in Column 2 of the data file (don't forget to subtract the risk-free rate). Report the coefficients (the alphas and betas), their t-stats, and the R2 for each model in a single table (Table 2). Do your data agree with the either the CAPM or FF models

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