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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 expected risk premium

image text in transcribed 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 bookto-market factor is 4.2%. Calculate the expected return on each stock. Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places

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