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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 4%, the expected risk premium

The following table shows the sensitivity of four stocks to the three Fama-French factors. Assuming that the interest rate is 4%, the expected risk premium on the market is 7%, the expected risk premium on the size factor is 2.6%, and the expected risk premium on the book-to-market factor is 4.4%.

Ford Walmart Citigroup Apple
Market 1.37 0.80 1.18 1.38
Size 0.20 0.43 0.45 0.58
Book-to-market 0.73 0.34 0.98 0.66

Calculate the expected return on each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

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