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Table 1: Estimated Factor Betas MSFT XOM 0.965 0.881 -0.295 -0.892 -0.099 0.188 -0.089 0.385 Table 2: FFC Portfolio Average Monthly Returns, 1927-2012 Average Monthly
Table 1: Estimated Factor Betas MSFT XOM 0.965 0.881 -0.295 -0.892 -0.099 0.188 -0.089 0.385 Table 2: FFC Portfolio Average Monthly Returns, 1927-2012 Average Monthly Return (%) 0.601 0.253 0.374 0.757 Factor Mkt SMB HML PR1YR Factor Portfolio Mkt-f SMB HML PR1YR The cost of capital using the FFC factor specification is GE 1.183 -0.475 0.965 -0.200 95% Confidence Band (%) 0.34 0.20 +0.22 +0.29 %. (Round to two decimal places.) Table 1: Estimated Factor Betas MSFT XOM 0.965 0.881 -0.295 -0.892 -0.099 0.188 -0.089 0.385 Table 2: FFC Portfolio Average Monthly Returns, 1927-2012 Average Monthly Return (%) 0.601 0.253 0.374 0.757 Factor Mkt SMB HML PR1YR Factor Portfolio Mkt-f SMB HML PR1YR The cost of capital using the FFC factor specification is GE 1.183 -0.475 0.965 -0.200 95% Confidence Band (%) 0.34 0.20 +0.22 +0.29 %. (Round to two decimal places.)
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