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The following table shows the sensitivity of four stocks to the three FamaFrench factors. Assume the interest rate is 4%, the expected risk premium on

The following table shows the sensitivity of four stocks to the three FamaFrench factors. Assume the interest rate is 4%, the expected risk premium on the market is 7%, the expected risk premium on the size factor is 3.9%, and the expected risk premium on the book-to-market factor is 5.5%.

Ford Walmart Citigroup Apple
Market 1.27 0.60 1.08 1.28
Size 0.10 0.44 0.02 0.64
Book-to-market 0.79 0.22 0.88 0.69

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

Ford ______%

Walmart______%

Citigroup_______%

Apple_______%

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