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The following table shows the sensitivity of four stocks to the three FamaFrench factors. Assume the interest rate is 5%, the expected risk premium on

The following table shows the sensitivity of four stocks to the three FamaFrench factors. Assume the interest rate is 5%, the expected risk premium on the market is 8%, the expected risk premium on the size factor is 3.7%, and the expected risk premium on the book-to-market factor is 3.9%.

Boeing Campbell Soup Dow Chemical Apple
Market 1.31 .90 1.23 1.26
Size .67 .51 .50 .53
Book-to-market .68 .21 .31 .98

Calculate the expected return on each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

Expected Return
Boeing %
Campbell Soup %
Dow Chemical %
Apple %

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