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Posted: **Sun May 08, 2022 10:48 am**

: You Run The Following Regression For An Asset Manager S Portfolio Relative To The Fama French 3 Factor Model The Fund 1 (35.47 KiB) Viewed 35 times

You run the following regression for an asset manager s portfolio. Relative to the Fama French 3. Factor model, the fund manager displays a B S h 0.65 1120 0.80 2.60 -3.02 1.04 Coefficient 0.03 t-stat 2.10 O skill O no significant performance under performance