You are provided with the following information :

Risk-free is 6.58%. Beta of Share A is 1.38. Expected market premium is 6.65%. The coefficient for size effect is 0.78. Expected return on a portfolio of Small firms is 14.05%. Expected return on a portfolio of Big firms is 11.91%. The coefficient for book to market is 0.93. Expected return on a portfolio consisting of high book to market ratio is 13.37%. Expected return on a portfolio consisting of low book to market ratio is 9.64%.

Calculate the required rate of return of Share A using the following models :

1.CAPM 2: Fama French et al