1.

a)twoway (scatter beta_smb me)

1

twoway (scatter beta_hml me)

1 beta_HML

.5

beta_SMB

-.5

4 me

10

-.5 0

.5

4 me

10

twoway (scatter beta_smb beme)

1

twoway (scatter beta_hml beme)

1 beta_HML -.5 0 0 .5

beta_SMB -.5 0

.5

4 beme

10

4 beme

10

b)twoway (scatter r2 me)

1

twoway (scatter r2 beme)

1

.8

R2 .6

.4

.2

me

10

.2 0

.4

R2 .6

.8

beme

10

c) twoway (scatter mean beta_smb)

2

twoway (scatter mean beta_hml)

2 0 -.5 .5 mean 1 1.5

.5

mean 1

1.5

-.5

beta_SMB

.5

0 beta_HML

.5

2. a)

c) twoway (scatter excessmarket gamma_smb)

40

twoway (scatter excessmarket gamma_hml)

40

20

excessmarket 0

-20

-40

-50

0 gamma_smb

50

100

-40 -50

-20

excessmarket 0

20

0 gamma_hml

50

100