Question
Fama-French Three-Factor Model 10. Assume rf=2.5%, E[rmrf]=7%, E[rSMB]=3%, and E[rHML]=5% Googles betas are im=0.5, i,SMB=1.6, and i,HML=0.3. What is the expected return of Google based
Fama-French Three-Factor Model 10. Assume rf=2.5%, E[rmrf]=7%, E[rSMB]=3%, and E[rHML]=5% Googles betas are im=0.5, i,SMB=1.6, and i,HML=0.3. What is the expected return of Google based on the Fama-French three-factor model? (Hint: see the lecture note for the equation you need to use.) 1) 7.3% 2) 8.3% 3) 9.3% 4) 10.3% 5) 11.3%
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Finance Your Business Secure Funding To Start Run And Grow Your Business
Authors: The Staff Of Entrepreneur Media
1st Edition
1599185970, 978-1599185972
