Use the following information of a stock to answer the questions (7-11) Model A Model B Model C Current Risk Free Rate Market Beta Market (equity) risk premium Size Beta Size Premium (SMB) Value Beta Value Premium (HML) 3.0% 3.0% 3.0% 1.25 1.1 1.2 5.6% 5.6% 5.6% 0.12 0.11 2.6% 2.6% -0.15 -0.13 4.0% 4.0% Liquidity Beta 0.05 Liquidity Premium 4.5% What is the cost of equity using the CAM Select one: A. 6.3%. B. 4%. C. 10%. D. 9.472%. What is the cost of equity using the Fama-French Model? Select one: A. 6% B. 9.472%. C. 8.872%. D. 1096. What is the cost of equity using Pastor-Stambaugh Model? Select one: A. 8.8%. C. 10% D. 9.711% What is the regression beta of Nordstrom, Inc. (JWN) using the monthly return over the 5 years from 2/19/2014 to 2/19/2019 data. Use S&P 500 index return as a proxy for market return. Select one: A. 1.09 B. 0.65 C. 0.35 O D. 1.2