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the market return is 12% and the risk.free rate is 4%. Smallish Inc. has a market beta of 0.9, a SMB beta of 0.65, and
the market return is 12% and the risk.free rate is 4%. Smallish Inc. has a market beta of 0.9, a SMB beta of 0.65, and HML beta of .52. if the risk premium on HML and SMB are both 2%, using the fama-French Three factor model, what is the expected return on Smallish Inc. stock?
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The Econometric Modelling Of Financial Time Series
Authors: Terence C. Mills, Raphael N. Markellos
3rd Edition
052171009X, 1107714125, 9780521710091, 9781107714120
