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The following table shows the sensitivity of four stocks to the three Fama - French factors. Assuming that the interest rate is 3 % ,

The following table shows the sensitivity of four stocks to the three Fama-French factors. Assuming that the interest rate is 3%, the expected risk premium on the market is 6%, the expected risk premium on the size factor is 3.2%, and the expected risk premium on the book-to-market factor is 4.2%.
\table[[,Ford,Walmart,Citigroup,Apple],[Market,1.39,0.84,1.20,1.40],[Size,-0.22,-0.41,-0.47,-0.60],[Book-to-market,0.71,-0.32,1.00,-0.78]]
Calculate the expected return on each stock. Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.
\table[[,Expected return],[Ford,,%
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