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Fama-French and Carhart models. Assume a risk-free rate of 5 percent. Given the following data,calculate the required return, according to: a. Fama-French model % Round
Fama-French and Carhart models. Assume a risk-free rate of 5 percent. Given the following data,calculate the required return, according to: a. Fama-French model % Round your answer to two decimals. b. Fama-French-Carhart model % C. What is the interpretation of factor betas in regards to - systematic risk above-average below-average - size of the company small-cap stock large-cap stock - book-to-market growth orientation growth orientation
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