Question: eBook Problem 6-04 Fama-French Three-Factor Model An analyst has modeled the stock of a company using the Fama French three factor model. The market retum

eBook Problem 6-04 Fama-French Three-Factor Model An analyst has modeled the stock of a company using the Fama French three factor model. The market retum is 12% the retum on the SMB pottle 3 1% return on the HML portfolio het is 5.1%. If al 0, b 1.2,a- 0.4, and d -1.3, what is the stock's predicted return? Round your answer to two decimal places. and th

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