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Smart Beta Fund has run the Carhart multi-factor regression on the expected return of its portfolio A. Based on the following parameters, determine portfolio

Smart Beta Fund has run the Carhart multi-factor regression on the expected return of its portfolio A. Based on the following parameters, determine portfolio A's expected risk premium E(RA). (3 marks) Risk premium Alpha Market 7.5% Size Value Momentum 2.7% 3.5% 7.6% 1.3 -0.9 1.5 -0.8 3.5% Enter your answer to 3 decimal places eg if your answer is 0.4579 enter as 0.458.

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