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

Please find the Fama French return prediction in the left blank column, and the alpha in the right.

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