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If the betas are expected to be stable over time; and the expected market risk premium =7%, expected size premium =8%, and expected BEME premium
If the betas are expected to be stable over time; and the expected market risk premium =7%, expected size premium =8%, and expected BEME premium =6%, and the risk-free rate of 2%, what comes closest to the expected return on ABC over the next year, based on the Fama-French model? 6.2%6.5%4.3%5.1%3.1%
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