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D Question 12 2 pts Recall the Fama and French three-factor You are considering an asset with the following risk exposures. The beta associated with

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D Question 12 2 pts Recall the Fama and French three-factor You are considering an asset with the following risk exposures. The beta associated with the market is 0.83. The betas for size and value are 1.19 and -0.77 respectively. The appropriate risk-free rate is .29%. The risk premiums for the market, size, and value are 8.37%, 10.91%, and 7.78%. O 12.84% O 14.23% O 13.94% O 15.26%

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