Question: please help me solve this show work Consider a three-factor APT model. The factors and associated risk premiums are presented in the table below. An

please help me solve this show work

please help me solve this show work Consider a three-factor APT model.

Consider a three-factor APT model. The factors and associated risk premiums are presented in the table below. An aluminum company stock has average sensitivity to changes in interest rates and GNP, but negative exposure of b = -1.8 to the energy factor. Calculate the company's expected return. The risk-free rate is 3.8%. Factor Risk premium Change in GNP 5.2% Change in energy prices -1.8% 1.7% Change in long-term interest rates

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