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can I get just answers plz? Problem 8-21 Three-factor model The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume
can I get just answers plz?
Problem 8-21 Three-factor model The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the interest rate is 5%, the expected risk premium on the market is 8%, the expected risk premium on the size factor is 3.8%, and the expected risk premium on the book- to-market factor is 3.8%. Market Size Book-to-market Ford 1.43 -0.26 0.67 Walmart 0.92 -0.37 -0.28 Citigroup 1.24 -0.51 1.04 Apple 1.44 -0.64 -1.02 Calculate the expected return on each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Ford Walmart Citigroup Expected return % % % % AppleStep by Step Solution
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