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You have just constructed a time-series of monthly returns for a hedge portfolio. When you regress those monthly returns on the 3 -factor model of

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You have just constructed a time-series of monthly returns for a hedge portfolio. When you regress those monthly returns on the 3 -factor model of Fama and French with 60 months of data you obtain the following coefficient estimates: The realised monthly returns of the three factors for March 2022 were as follows: Based on the above, what is the predicted annualised 3-factor return for March 2022

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