Please check for inputs in the Assignment headings to answer this question! Assuming APPL stock's exposures to all factors will remain constant, which model (CAPM or Fama-French) would predict a higher expected return for APPL stock in 2024 ? A prediction cannot be made given the available data. The CAPM prediction is higher The Fama-French prediction is higher The two models make the same prediction in both years All coefficient estimates above are statistically significantly different from zero at the 5% level. MktRf, SMB, and HML refer to the three Fama-French factors. Additionally, in Questions 4 to 7, use the following assumptions about the risk-free rate and the three factors. headings to answer this question! In 2023, suppose that you held a net long portfolio with the following weights in APPL stock, the market, and the risk-free asset: wAPPL=100%,wM=116.7%, and wRf= 116.7%, respectively. What would the total volatility of your portfolio have been (report your answer rounded to the nearest 3 decimals -- eg., 83.65%--> 0.837, 83.63\% >0.836)