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The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume that the interest rate is 3%, the expected risk premium
The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume that the interest rate is 3%, the expected risk premium on the market is 6%, the expected risk premium on the size factor is 3.8%, and the expected risk premium on the book-to-market factor is 5.4%. Calculate the expected return on each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.)
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