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8 The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the interest rate is 4%, the expected risk premium

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8 The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the interest rate is 4%, the expected risk premium on the market is 7%, the expected risk premium on the size factor is 3.9%, and the expected risk premium on the book to-market factor is 5.5% - Ford walmart 0.60 -0.44 -0.22 Market Size Book to market Citigroup 1.00 -0.02 0.30 Ale 1.28 -0.64 02:48:50 -0.10 0.79 Calculate the expected retum on each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return 14 Ford Walmart Citigroup Apple

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