Question: Consider the following three-index model: I1 I2 I3 average level 7.30% 3.50% 0.70% betas 1.80 0.90 -0.10 When the level of the indexes is zero,

Consider the following three-index model:

I1 I2 I3
average level 7.30% 3.50% 0.70%
betas 1.80 0.90 -0.10

When the level of the indexes is zero, the stock would yield 2.80%. What is the average return of the stock with the betas listed above?

answer in % without symbol (i.e. 3.25% -> 3.25)

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