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Carlos, an analyst at Dada Partners (DP), models the stock of the company. Suppose that the risk-free rate rRF 5 % , the required market

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Carlos, an analyst at Dada Partners (DP), models the stock of the company. Suppose that the risk-free rate rRF 5 % , the required market return 10%, the risk premium for small stocks rgMn-3.2 %, and the risk premium for value stocks rnt, -4.8 %6. Suppose also that Carlos ran the IM regression for Dada Partners's stock and estimated the following regression coefficients: app - 0.00, bpp 1.2, cDP -20.4, and dpr -1.3. If Carlos uses a Fama-French three-factor model, then which of the following values correctly reflects the stock's required return? O-72.52% O-60.52% O50.48 % -65.52% ss

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