Intercept MKT-RF 0.0051 1.3250 6) If the risk-free rate next year is 2% and the market...

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Intercept MKT-RF 0.0051 1.3250 6) If the risk-free rate next year is 2% and the market risk premium is expected to be 9%, wha

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Answer #1

6. Calculate expected return using Fama-French model as follows: Expected return=Risk-free rate + Intercept +MKT-RF (Market r

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