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You have estimated the Fama-French 3-factor model for Araina's Acceptable Apples, PLC. using monthly excess returns over the past 5 years, and have the following

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You have estimated the Fama-French 3-factor model for Araina's Acceptable Apples, PLC. using monthly excess returns over the past 5 years, and have the following results: Market coefficient =1.35 SMB coefficient =1.1 HML coefficient =0.8 You also have forecast returns (all EXCESS, and in \%) for each of the factors, as: expected market return =7.3 expected SMB return =5.9 expected HML return =1.1 and the forecast return for Araina's Acceptable Apples, PLC. =27.69 Given this information, what is the alpha for Araina's Acceptable Apples, PLC.? select one: a. 20.39% b. 11,93% c. insufficient information to determine Given this information, what is the alpha for Araina's Acceptable Apples, PLC.? Select one: a. 20.39% b. 11.93% C. insufficient information to determine d. 13.39% e. 17.23% f. 10.46% 9.15,31% Clear my choice You have estimated the Fama-French 3-factor model for Araina's Acceptable Apples, PLC. using monthly excess returns over the past 5 years, and have the following results: Market coefficient =1.35 SMB coefficient =1.1 HML coefficient =0.8 You also have forecast returns (all EXCESS, and in \%) for each of the factors, as: expected market return =7.3 expected SMB return =5.9 expected HML return =1.1 and the forecast return for Araina's Acceptable Apples, PLC. =27.69 Given this information, what is the alpha for Araina's Acceptable Apples, PLC.? select one: a. 20.39% b. 11,93% c. insufficient information to determine Given this information, what is the alpha for Araina's Acceptable Apples, PLC.? Select one: a. 20.39% b. 11.93% C. insufficient information to determine d. 13.39% e. 17.23% f. 10.46% 9.15,31% Clear my choice

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