Question: Given the following Information, Factor Sensitivity for Stock A Return (%) Treasury BINI O 0.2 Market Risk Premium 0.45 4.78 SMB -1.36 -3.77 HML 0.75

Given the following Information, Factor Sensitivity for Stock A Return (%) Treasury BINI O 0.2 Market Risk Premium 0.45 4.78 SMB -1.36 -3.77 HML 0.75 6.8 (1) What is the stock A's return based on CAPM model? 0 2.351% O None of the above O 12.578% O 12.378% O 2.151%

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