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The following table shows the sensitivity of four stocks to the three Fama - French factors. Assume the interest rate is 2 % , the
The following table shows the sensitivity of four stocks to the three FamaFrench factors. Assume the interest rate is the expected
risk premium on the market is the expected risk premium on the size factor is and the expected risk premium on the book
tomarket factor is
Calculate the expected return on each stock. Do not round intermediate calculations. Enter your answers as a percent rounded to
decimal places.
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