The Fama French Momentum model suggests This is a rate quoted above the risk free rate Thus, your appropriate cost of capital (hurdle rate) would be 3 7 10 E(7) (1 3) E(XMKT) (0 1) E(UMD) ( 1) E(HML)...

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The Fama French Momentum model suggests This is a rate quoted above the risk free rate Thus, your appropriate cost of capital (hurdle rate) would be 3 7 10 E(7) (1 3) E(XMKT) (0 1) E(UMD) ( 1) E(HML) ( 0 1) (SMB) 22 (1 3) 8 5 (0 1) 8 9 ( 1) 4 6 ( 0 1) 3 8 6 96 7 ...

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The Fama-French-Momentum model suggests This is a rate quoted above the risk-free rate. Thus, your appropriate cost

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Corporate Finance An Introduction

The Fama-French-Momentum model suggests This is a rate quoted above the risk-free rate. Thus, your appropriate cost

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- E(7) = (1.3) E(XMKT) + (0.1) E(UMD) + (-1) E(HML) + (-0.1) (SMB) 22 (1.3) 8.5% + (0.1) 8.9% (-1) 4.6% +(-0.1) 3.8% 6.96% 7%

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Corporate Finance An Introduction