Question: Using the returns for the All-Cap Opportunities Fund, run a 3-, and 4- factor regression to answer the following questions. What is the funds alpha

  1. Using the returns for the All-Cap Opportunities Fund, run a 3-, and 4- factor regression to answer the following questions.
    1. What is the funds alpha using the 3- and 4-factor models, respectively. Does this imply that the manager has skill?
    2. The fund says it is an all-cap fund. Use the factor loadings from the two models to determine if that is true. Why or why not.

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