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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
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 3.1%, and the expected risk premium on the book-to-market factor is 4.9%. 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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