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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 3.1%, and the expected risk premium on the book-to- market factor is 4.1% Market Size Book-to-market Ford 1.40 -0.23 0.70 Walmart 0.86 -0.40 -0.31 Citigroup 1.21 -0.48 1.01 Apple 1.41 -0.61 -0.84 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 Apple

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