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2. Suppose ABC has an expected return of 10%. You estimate the loadings of ABC on the Fama-French-Carhart four factors to be The T-bill rate

2. Suppose ABC has an expected return of 10%. You estimate the loadings of ABC on the Fama-French-Carhart four factors to be The T-bill rate is 2\%. What is ABC's CAPM alpha, Fama-French 3-factor alpha, and Fama-French-Carhart 4-factor alpha

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