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An portfolio risk premium (return in excess of risk free rate) is determined to have the following factor sensitivities in the Carhart four factor model

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An portfolio risk premium (return in excess of risk free rate) is determined to have the following factor sensitivities in the Carhart four factor model (starting with the intercept on the first line): What is the expected return on the portfolio in the next month, given the expected values of the factors, the sensitivities, as well as the expected risk free rate of 0.13

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