Using the factor beta estimates in the table shown here, , and the monthly expected return estimates in Table 13.1, , 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 1.52. How does the risk premium you would estimate from the CAPM compare? The monthly risk premium of General Electric stock is %. (Round to three decimal places.) The annual risk premium of General Electric stock is \%. (Round to two decimal places.) GE's CAPM beta over the same time period was 1.52. How does the risk premium compare with the risk premium you would estimate from the CAPM? The annual risk premium produced by the CAPM beta is %. (Round to two decimal places.) How does the risk premium compare with the risk premium you would estimate from the CAPM? (Select from the drop-down menu.) The annual risk premium produced by the CAPM beta is than the annual risk premium of General Electric stock. Using the factor beta estimates in the table shown here, , and the monthly expected return estimates in Table 13.1, , 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 1.52. How does the risk premium you would estimate from the CAPM compare? The monthly risk premium of General Electric stock is %. (Round to three decimal places.) The annual risk premium of General Electric stock is \%. (Round to two decimal places.) GE's CAPM beta over the same time period was 1.52. How does the risk premium compare with the risk premium you would estimate from the CAPM? The annual risk premium produced by the CAPM beta is %. (Round to two decimal places.) How does the risk premium compare with the risk premium you would estimate from the CAPM? (Select from the drop-down menu.) The annual risk premium produced by the CAPM beta is than the annual risk premium of General Electric stock