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You are interested in determining the effect of book to market ratio on the cross section of asset returns, controlling for overall market returns. You

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You are interested in determining the effect of book to market ratio on the cross section of asset returns, controlling for overall market returns. You conduct a regression on 88 observations, using monthly returns, specified as follows: Rit=b0+b1(B/M)i(t1)+b2Rmarket+error Your regression results are as follows: Based on this information, what would be the predicted return for an asset with book to market ratio of 0.34 when the return on the market is 0.77%

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