The excel file Data2.xls (on the blackboard) contains monthly returns for Disney (RET), from 1995 to 2005. The file also contains the monthly series of T-bill rates (RF), excess return on the market (MKTRF), and Fama-French factors SMB and HML. Estimate alphas and factor loadings for the following asset pricing models, and comment on your results: a. The CAPM model, using all the data in the series. b. The three-factor model, using all the data in the series. c. The three-factor model, using data until December 2000.