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The following table shows the sensitivity of four stocks to the three Foma-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 Foma-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 3.2%, and the expected risk premium on the book- to-market foctor is 5.1% Yord Walmart Citigroup Apple Market 1.31 0.60 1.12 1:32 Size -0.14 -0.40 -0.06 -0.60 Book-to-market 0.83 -0.29 0.92 -0.65 Calculate the expected return on each stock. (Do not round Intermediate calculations, Enter your answers as a percent rounded to 2 decimal places.) Expected retum Ford Walmart Citigroup Apple % % %

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