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-. The estimated risk premiums and factor sensitivities of a firm can be found in the following table. What is the required return on the

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-. The estimated risk premiums and factor sensitivities of a firm can be found in the following table. What is the required return on the firm's stock based on the Fama-French model? Assume treasuries pay 4%. Factor Factor Sensitivity Risk Premium Size 0.15 2.7 Liquidity -0.5 1.5 Market Risk 1.2 4.5 Investment 0.30 2.2 Value -0.50 4.3

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