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Suppose a stock has a B MKT = 1, B SMB = 2 and B HML = 0 while the annual risk-free rate is 1%.

Suppose a stock has a B_MKT = 1, B_SMB= 2 and B_HML = 0 while the annual risk-free rate is 1%. Knowing that the expected risk-premia for each of these risk factors is 6%, 4% and 2% respectively then the CAPM forecasted return is ?

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