2. Perform rolling window 4-factor model regressions: In each month t (starting with the 60est month of the sample), estimate the regression using data for months t 59 to t.1 Produce two plots: (a) Plot the time series of rolling-window alpha estimates, along with a rolling window average of the excess return (not adjusted for risk; also using data for months t 59 to t) (b) Plot the rolling-window beta estimates for the four factors. Put all four series in one plot