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Determining the data problems

    Assignment Instructions

    Assignment ID: FG133056716

    Data Problems: (Please refer to the folder Excel Files on Blackboard for the required monthly returns and factor data for these data problems)

    1. Use the Fama and French 3-factor model to estimate and interpret the loadings on the three risk factors and abnormal returns or alpha for the following three mutual funds:a. Fidelity Magellan (FMGX): Large Cap Fundb. Fidelity Low Price Stock Fund (FLPSX): Mid Cap Fundc. Baron’s Small Cap Stock Fund (BSCFX): Small Cap Fund

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