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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 5%, 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 5%, the expected risk premium on the market is 8%, the expected risk premium on the size factor is 3.7%, and the expected risk premium on the book-to-market factor is 3.9%.

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