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Estimated factor loadings (betas) for the Mystery Fund, according to the Fama-French 3 Factor model (FF3), are reported in the table below, along with annual

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Estimated factor loadings (betas) for the Mystery Fund, according to the Fama-French 3 Factor model (FF3), are reported in the table below, along with annual factor expected returns. If the Mystery Fund's annual return was 10%, its FF3 alpha was 5%, and the risk-free rate was 2% over the same period, what was the fund's FF3 size beta? (report your answer rounded to the nearest 3 decimals -- eg., 0.8765>0.877,0.8763>0.876 )

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