please show work for both!!

A portfolio manager has realized a return of 0.125 with his FUND, while the market return was 0.145 . The portfolio manager argues he did a good job. He claims that the portfolio made a positive alpha. Verify the claim of the portfolio manager by computing the alpha of the FUND using the Fama-French model. You compute the return on the SMB factor to be 0.01 , while the return on the HML factor was 0.015 . The beta coefficients of the FUND on the market, the SMB, and the HML factors are 1.3, -0.6, and -0.7 respectively. Finally, the risk free rate was 0.018 . What was the alpha of the FUND?" [.000] Question 9 5 pts Suppose the CAPM holds. You know that the average investor has a degree of risk aversion of 3 . The current risk free rate is 0.019 , the inflation is estimated at 0.017 , and the volatility of the market is 0.181 . What is the market risk premium? [.000] A portfolio manager has realized a return of 0.125 with his FUND, while the market return was 0.145 . The portfolio manager argues he did a good job. He claims that the portfolio made a positive alpha. Verify the claim of the portfolio manager by computing the alpha of the FUND using the Fama-French model. You compute the return on the SMB factor to be 0.01 , while the return on the HML factor was 0.015 . The beta coefficients of the FUND on the market, the SMB, and the HML factors are 1.3, -0.6, and -0.7 respectively. Finally, the risk free rate was 0.018 . What was the alpha of the FUND?" [.000] Question 9 5 pts Suppose the CAPM holds. You know that the average investor has a degree of risk aversion of 3 . The current risk free rate is 0.019 , the inflation is estimated at 0.017 , and the volatility of the market is 0.181 . What is the market risk premium? [.000]