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The market return is 11% and the risk free rate is 4%. Mammoth Inc. has a market beta of 1.2, a SMB beta of .78,

The market return is 11% and the risk free rate is 4%. Mammoth Inc. has a market beta of 1.2, a SMB beta of .78, and a HML beta of 1.2. The risk premium on HML and SMB are both 3%. What is the different in returns between the Fama-French Three-Factor model and the CAPM expected returns on Mammoth Inc. stock?

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