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It could be done, but not on the toy 3D printers that everyone has. I looked into it, and it was a $400,000 buy in.
Very hard.The unit has to be solid from the base to the tip with no 'overhanging'. You can print a pyramid, but you can't print a ball... if that helps. Printing a hollow object is not going to work either... The software also will take thicker items and 'web' filler in the middle to save on print material. 3D printing is cool, but it has limitations depending on the object and it's orientation when printing. It might be easier to make a mold to create your own carbon fiber.