Question: Problem 2 Suppose the average return on T-Bills was 2%. The average factor risk premiums were the following: - market (MKT): 6% - size (SMB):

Problem 2 Suppose the average return on T-Bills was 2%. The

Problem 2 Suppose the average return on T-Bills was 2%. The average factor risk premiums were the following: - market (MKT): 6% - size (SMB): 2% - value (HML): 3% We have the following information about three fund managers: What are the realized Fama-French three factor alphas for these managers

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