Suppose that you have estimsted the Fama-French three-factor and four-factor models for three different stocks: BCD, FCH, and JKL. 50 ecifically, using return data from 2005 to 2009 , the following equstions were estimated: Three-Factor Model: BCD: [E(R)RFR]=(0.968)()+(0.017)(As+2)+(0.414)(Arot) FGH: [E(R)RFR]=(1.058)(Ax)+(0.062)(A ssen )+(0.362)(A1+4) JKL: [E(R)RFR]=(1.179)(1)+(0.544)( s.ree )+(0.521)( her ) Four-Factor Modelt a. You have also estimated factor risk premia over a recent 15 -year period as: Au =7.19 percent, Ases =2.05 percent, dew =4.35 percent, and dupay =4,81 percent, Use these estimated risk premia along wath two factor models estimated to calculate the expected excess returns for the three stocks. Round your answers to two decimal places. b. Suppose that you have also estimated historical factoe risk prices for two different time frames: (1) 30 year period: (y=7,14 percent, Aowy =1.46 percent, and A lae = using beth of these alternative sets of facter risk premis in conjunction with the three-factor risk model, Pound your answers to two decimal places. percent