2. Suppose ABC has an expected return of 10%. You estimate the loadings of ABC on the Fama-French-Carhart four factors to be TM-1 SMB HML UMD Loading Premium 0.8 8% -0.5 4% 0.2 5% 0.1 7% The T-bill rate is 2%. What is ABC's CAPM alpha, Fama-French 3-factor alpha, and Fama-French-Carhart 4-factor alpha