Question: Problem 2: Evaluating ETFs for HML risk management a) Download monthly data on VUG and VTV from e.g. Yahoo Finance. Merge with data on Fama

Problem 2: Evaluating ETFs for HML risk management a) Download monthly data on VUG and VTV from e.g. Yahoo Finance. Merge with data on Fama French 3 factors making sure you get the timing right. Calculate excess returns for VUG and VTV (i.e. do not forget to subtract risk free rate) b) Run Fama French regressions for VUG and VTV. Report your estimation results in the Table below. Judging by HML loading which of those ETFs is GROWTH and which one is

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