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

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The following table shows the sensitivity of four stocks to the three Fama-French 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 3.1%, and the expected risk premium on the book to market factor is 4.3% Market Size Book-to-market Ford 1.38 -0.21 0.72 Walmart 0.82 -0.42 -0.33 Citigroup 1.19 -0.46 0.99 Apple 1.39 -0.59 -0.72 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 Expected return % % % %

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