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Suppose that the risk-free rate is 5%, the required market return is 11%, the risk premium for small stocks is 3.2%, and the risk premium

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Suppose that the risk-free rate is 5%, the required market return is 11%, the risk premium for small stocks is 3.2%, and the risk premium for high value stocks is 4.8%. You run a regression for IBM and find that aim is zero, biBMIS 0.7.Ciemis 1.2, and dism is 0.7. What is the stock's required return according to the Fama French Three-Factor Model? 11.5% 13.3% Song 16,4% 17.4% 17.9%

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