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please show all the detail step Use the following regression information to answer Questions 1 through 3 CAPM Intercept RMRF Coefficients 1.531 0.292 HAL Fama-French
please show all the detail step
Use the following regression information to answer Questions 1 through 3 CAPM Intercept RMRF Coefficients 1.531 0.292 HAL Fama-French Intercept RMRF SMB HML Coefficients 1.106 0.396 -0.029 0.598 1. Describe the expected style characteristics of this company based on its CAPM factor sensitivities. (2 points) 2. Describe the expected style characteristics of this company based on its Fama-French factor large rain sd siben Ishq sensitivities. (2 points) allem of owens 3. Using the above analysis and given that the market risk premium is 4.50%, the size risk premium is 2.70%, the value risk premium is 4.30% and the risk-free rate is 4.70%, calculate and label two estimates of the required equity return for this company. (4 points) azar Use the following regression information to answer Questions 1 through 3 CAPM Intercept RMRF Coefficients 1.531 0.292 HAL Fama-French Intercept RMRF SMB HML Coefficients 1.106 0.396 -0.029 0.598 1. Describe the expected style characteristics of this company based on its CAPM factor sensitivities. (2 points) 2. Describe the expected style characteristics of this company based on its Fama-French factor large rain sd siben Ishq sensitivities. (2 points) allem of owens 3. Using the above analysis and given that the market risk premium is 4.50%, the size risk premium is 2.70%, the value risk premium is 4.30% and the risk-free rate is 4.70%, calculate and label two estimates of the required equity return for this company. (4 points) azarStep by Step Solution
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