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Suppose that the risk - free rate for the month was 0 . 3 % . A ) If R m - R f r

Suppose that the risk-free rate for the month was 0.3%.
A) If Rm-Rfree=-2.3%,SMB=-3.7%,HML=-0.4%,MOM=0.6%,RMW=-0.6%, and CMA=1.2%, what should the return be?
The return should be
%. Round your answer to the nearest three decimal places.
B) If Rm-Rfree=4.9%,SMB=2.1%,HML=-0.3%,MOM=2.3%,RMW=1.4%, and CMA=1%, what should the return be?
The return should be
%. Round your answer to the nearest three decimal places.
C) If Rm-Rfree=2.5%,SMB=3%,HML=-3.8%,MOM=-0.75%,RMW=-0.4%, and CMA=-0.7%, what should the return be?
The return should be
%. Round your answer to the nearest three decimal places.
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