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The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the interest rate is 2%, the expected risk premium on
The following table shows the sensitivity of four stocks to the three Fama-French factors. Assume the interest rate is 2%, the expected risk premium on the market is 5%, the expected risk premium on the size factor is 2.8%, and the expected risk premium on the book-to-market factor is 4.6%. BoeingCampbell SoupDow Chemical Apple Market Size Book-to-market 1.24 -.60 -.75 1.16 43 76 1.19 -.46 14 24 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 Boeing Campbell Soup Dow Chemical Apple
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