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For a five factor asset pricing model, the following table represents the factor returns and the factor loadings (betas) for a company. Calculate the expected

image text in transcribed For a five factor asset pricing model, the following table represents the factor returns and the factor loadings (betas) for a company. Calculate the expected return for the company (answer in percent so 6.1% is 6.1 ). Question 4 1 pts You have a portfolio with the following Environmental Risk Scores for each of your investments. Given the weights in each investment, what is the Environmental Risk Score for your portfolio? If the weights don't sum to one then the remainder is in cash with no environmental risk. (Answer to one decimal place, 6.1)

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