Question: Can you explain how to get the MKT coefficient? Alpha MKT SMB HML QMJ BAB a. 1-factor model Coef *12 to get ann. alpha 0.01

Can you explain how to get the MKT coefficient? Alpha MKT SMB HML QMJ BAB a. 1-factor model Coef *12 to get ann. alpha 0.01 0.69 SE 0.00 0.06 T-Stat 4.00 10.98 Ann. Alpha 13% Large Stocks (High market...

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