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You estimate the following macroeconomic factor model for the returns of an asset: Factor Coefficient Intercept 2.86 Surprise GDP 1.47 Surprise corporate-government yield spread 2.47

You estimate the following macroeconomic factor model for the returns of an asset:

Factor	Coefficient
Intercept	2.86
Surprise GDP	1.47
Surprise corporate-government yield spread	2.47
Surprise inflation	2.31
Surprise oil price change	1.95

What is the expected return for this asset next period?

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