Suppose that you have estimated the FamaFrench three-factor and four-factor models for three different stocks: BCD, FGH, and JKL. Specifically, using return data from 2005 to 2009, the following equations were estimated: Three-Factor Model: BCD: [E(R) - RFR] = (0.958)(M) + (-0.008)(SMB) + (-0.392)(HML) FGH: [E(R) - RFR] = (1.017)(M) + (-0.068)(SMB) + (0.372)(HML) JKL: [E(R) - RFR] = (1.155)(M) + (0.513)(SMB) + (0.543)(HML) Four-Factor Model: BCD: [E(R) - RFR] = (1.012)(M) + (-0.003)(SMB) + (-0.365)(HML) + (0.051)(MOM) FGH: [E(R) - RFR] = (1.149)(M) + (-0.018)(SMB) + (0.462)(HML) + (0.143)(MOM) JKL: [E(R) - RFR] = (1.068)(M) + (0.516)(SMB) + (0.356)(HML) + (-0.263)(MOM) You have also estimated factor risk premia over a recent 15-year pe