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Consider a three-factor model. E[r~ABC]=rF+M(E[M]rF)+IP(E[P]rF)+Oil(E[Ol]]rF) You are in charge of a $100 million Centurion Select Fund. You have invested all your money into one stock.

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Consider a three-factor model. E[r~ABC]=rF+M(E[M]rF)+IP(E[P]rF)+Oil(E[Ol]]rF) You are in charge of a $100 million Centurion Select Fund. You have invested all your money into one stock. Consider the following multifactor model for the stock and factor observations over the last year. TBill rates were 4%. Question 23 1 pts The predicted return on the stock is % Question 24 1 pts Suppose the stock actually returns 15.5%. Your alpha is \%

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