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Suppose the average return on T-Bills was 2%. The average factor risk premiums were the...

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Suppose the average return on T-Bills was 2%. The average factor risk premiums were the following: market (MKT): 6% size (SMB): 2% value (HML): 3% We have the following information about three fund managers: Manager Average return, % Market beta SMB beta HML beta Nancy 15 1.1 0.2 -0.7 John -0.5 1.3 David 11 0.9 0.1 -1.1 10 0.3 What are the realized Fama-French three factor alphas for these managers

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