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The following table shows the sensitivity of four stocks to the three Fama?French factors. Assume 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. Assume 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 4.1%.

Boeing Johnson & Johnson Dow Chemical Google
Market 1.35 0.86 1.21 1.62
Size ?0.70 ?0.11 0.47 ?0.38
Book-to-market 0.63 ?0.16 1.86 ?1.37

Calculate the expected return on each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

Answer:

Expected Return
Boeing %
Johnson & Johnson %
Dow Chemical %
Google %

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