5.) On a single chart, plot the cumulative abnormal return ( CAR ) from the four-factor model for each of the six mutual funds over time. The CAR can be estimated using the four-factor alpha ( di FF * ) estimates from (4.a.i) and the estimated error from each month ( E; . ). I.e., for all t , plot the cumulative abnormal return series for each mutual fund: CAR = a; +e;1 FF *+6. =ta; FF 4 FF 4 + a ; FF * + 61,2 +...+ a; s=1 What patterns to you observe? How does this differ from your answer in (3)