You are considering making an investment in a project in the foods and beverages industry. You determine that the project has the same level of non-diversifiable risk as investing in a Coca-Cola stock. (Use the annual risk free rate of 1%.) Factor Risk Premium-Annual (%), . Factor Betas (Annual) Factors Market Risk 0.80 0.51 Size 0.76 0.27 Value 0.55 0.36 RMW 0.23 0.25 MOM 0.28 0.69 CMA 0.45 0.32 6. (a) Calculate the expected returns of Coca-Cola based on Fama-French-Carhart model? (b) Calculate the expected returns of Coca-Cola based on Fama-French 5 factor mo