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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 3.5%, and the expected risk premium on the book-to-market factor is 5.6%.

Ford Walmart Citigroup Apple
Market 1.28 0.62 1.09 1.29
Size 0.11 0.43 0.03 0.63
Book-to-market 0.80 0.21 0.89 0.68

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
Ford %
Walmart %
Citigroup %
Apple %

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