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The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the Interest rate is 3%, 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 3%, the expected risk premium on the market is 6%, the expected risk premium on the size factor is 3.8%, and the expected risk premium on the book. to-market factor is 5,4% Market Size Book-to-market Ford 1.26 -0.00 0.78 Walmart 3.58 -0.45 -0.22 Citigroup 1.07 -0.01 0.87 Apple 1.27 -0.65 -0.70 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 Appio

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