Question: Er-Rf FF3 b FF3 s FF3 h FF3 prediction Fama French a R1-Rf 0.710 1.128 0.813 -0.234 R2-Rf 0.906 1.020 0.513 0.042 R3-Rf 0.919 0.990

Er-Rf

FF3 b

FF3 s

FF3 h

FF3 prediction

Fama French Er-Rf FF3 b FF3 s FF3 h FF3 prediction Fama Frencha

R1-Rf

0.710

1.128

0.813

-0.234

R2-Rf

0.906

1.020

0.513

0.042

R3-Rf

0.919

0.990

0.444

0.313

R4-Rf

1.010

0.985

0.466

0.549

R5-Rf

1.125

1.129

0.589

0.874

RM-Rf

0.658

1.000

0.000

0.000

SMB

0.207

0.000

1.000

0.000

HML

0.366

0.000

0.000

1.000

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