A. EMH An investment fim, FINCMW2, uses the Fama-French three factor model. The nkfree rae eqais expected excess return for the FINCMW2 fund using the following data 3%. Determine the Invest Fund Factor Factor Risk Premium A 13.0% B. 10.0% C, 19.3 % D. 85 % 36. An investment firm, SHB-BC Fund, employs a two-f Determine the expected return for the SHB-BC fund using the following data actorAPT model. The risk-free rate equals 5% Invest Fund Factor Betas Factor Risk Premium B. 10.8 % D. 12.0 % 37. For a $100,000,000 portfolio, the expected 1-day portfolio return and standard deviation are 0.0025 and 0.0123, respectively. Calculate the 1-day VaR at 1% significance? A. $ 1,326,308.43 B. $ 2,611,407.89 C. $ 3,550,985.74 D. $1,773,169.96 A. EMH An investment fim, FINCMW2, uses the Fama-French three factor model. The nkfree rae eqais expected excess return for the FINCMW2 fund using the following data 3%. Determine the Invest Fund Factor Factor Risk Premium A 13.0% B. 10.0% C, 19.3 % D. 85 % 36. An investment firm, SHB-BC Fund, employs a two-f Determine the expected return for the SHB-BC fund using the following data actorAPT model. The risk-free rate equals 5% Invest Fund Factor Betas Factor Risk Premium B. 10.8 % D. 12.0 % 37. For a $100,000,000 portfolio, the expected 1-day portfolio return and standard deviation are 0.0025 and 0.0123, respectively. Calculate the 1-day VaR at 1% significance? A. $ 1,326,308.43 B. $ 2,611,407.89 C. $ 3,550,985.74 D. $1,773,169.96