Using the factor beta estimates and the monthly expected return estimates in the table shown here, calculate the risk premium of General Electric stock $($ticker: GE$)$ using the FFC factor specification. $($Annualize your result by multiplying by $12.)$ GE$$s CAPM beta over the same time period was $1\mathrm{.}02.$ How does the risk premium you would estimate from the CAPM compare?Using the factor beta estimates and the monthly expected return estimates in the table shown here,

calculate the risk premium of General Electric stock $($ticker: GE$)$ using the FFC factor specification.

$($Annualize your result by multiplying by $12.)$ GE's CAPM beta over the same time period was $1\mathrm{.}02.$ How

does the risk premium you would estimate from the CAPM compare?