20.5 As a security analyst for the New York branch of Deutsche Bank, you have identified the following factors and factor sensitivities for Amazon.com: E(r) = a + PMFM + BSMB FSME + PHML FHML Amazon's factor sensitivities in dollars are Factors FM FSMB FHML Sensitivities the market factor measured as (TM-HM) BM = +1.00 firm size factor (small minus big stock returns) BSMB = +0.10 value factor (value minus growth stock returns) PHML = +0.05 Amazon's expected return is a = 10 percent if all factors are equal to zero. a. What is Amazon's expected return in a year when each factor is equal to 1 percent lower than its expectation? b. If Amazon's stock price rises by 12 percent during this period, by how much does Amazon over- or underperform its expectation