Estimate FF 3-Factor Model Coefficients

Assume that the annual returns and risk premiums are given below.

	Portfolio	Rfree	Mkt-RF	SMB	HML
2001	13.48		4.88		-14.58		20.47		19.27
2002	-18.96		3.43		-23.97		5.55		11.63
2003	57.71		2.43		33.84		21.43		14.26
2004	22.03		1.33		10.11		5.08		14.68
2005	11.78		4.41		8.57		-1.64		6.34
2006	21.62		3.25		13.22		2.19		16.17
2007	-10.86		4.39		1.19		-9.48		-15.14
2008	-38.29		2.67		-37.99		2.32		4.56
2009	32.83		0.61		26.37		11.61		-13.41
2010	31.93		0.13		13.86		16.28		-5.32
2011	-10.01		0.25		2.21		-6.62		-5.14
2012	21.27		0.05		10.78		-4.16		13.49
2013	51.95		0.20		38.62		9.05		6.77
2014	7.60		0.44		16.59		-8.15		-1.70
2015	-6.92		0.11		2.68		-4.30		-10.34
2016	22.98		0.45		11.66		14.12		16.94
2017	18.33		0.39		18.17		-7.79		-9.28
2018	-14.55		3.61		-9.04		-5.97		-11.24
2019	29.35		3.19		30.27		-8.30		-8.56
2020	15.30		0.39		25.64		5.37		-46.67

Estimate the FamaFrench 3-Factor model alpha and factor betas. Round your answers to four decimal places.

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