Go to Ken French's data library (google it)and get the following data:

Monthly returns, from 196307 to present,to1) the three Fama-French factors and T-bills, 2) the momentum factor, and 3) the 6 portfolios formed on size and book-to-market (2x3).

1)What is the mean-variance efficient portfolio of the four "corner portfolios" from the 2x3 sort on size and book-to-market (i.e.,small value,small growth,large value,large growth)?

2)What are the average excess returns to the six portfolios sorted on size and book-to-market?

3)What are the six portfolios' market loadings and abnormal returns ("alphas,"withtest-statistics) from a CAPM type regression employing the excess market returns as the explanatory factor (MKT).

e)Repeat part 1) employing all three Fama-French factors as explanatory variables.

Please work on these problems in the excel (the step-by-step answers should be in an excel version)