Question: Please i need it fast fast fast Ime left 1:24:33 You have analysed the risk factors in order to calculate the expected returns for the
Please i need it fast fast fast
Ime left 1:24:33 You have analysed the risk factors in order to calculate the expected returns for the stocks TEM, MTP and DGM. You identified the market risk factor as well as three macro factors Their excess returns are given as follows: 0.06. Anaco 0,05, Amaro0009, macro-006. The risk-free rate is 0.07. Their factor loadings are summarized in the table. Stock MKT MACRO1 MACROZ MACRO TEM 1.3 -02 0.4 MIP 0.6 0.1 0 0.3 DGM 0.95 -0.03 0.01 0 Calculate the expected return of the stocks using only the MKT risk factor O a. The return for TEM is 0.0580, the return for MTP is 0.0760, the return for DGM is 0.0682 O b. The return for TEM is 0.1480, the return for MTP is 0.1060, the return for DGM is 0.1270 O c. The return for TEM is 0.1510, the return for MTP is 0.1020, the return for DGM is 0.1265 Od. The return for TEM is 0.0822, the return for MTP is 0.0402, the return for DGM is 0.0612 Ime left 1:24:33 You have analysed the risk factors in order to calculate the expected returns for the stocks TEM, MTP and DGM. You identified the market risk factor as well as three macro factors Their excess returns are given as follows: 0.06. Anaco 0,05, Amaro0009, macro-006. The risk-free rate is 0.07. Their factor loadings are summarized in the table. Stock MKT MACRO1 MACROZ MACRO TEM 1.3 -02 0.4 MIP 0.6 0.1 0 0.3 DGM 0.95 -0.03 0.01 0 Calculate the expected return of the stocks using only the MKT risk factor O a. The return for TEM is 0.0580, the return for MTP is 0.0760, the return for DGM is 0.0682 O b. The return for TEM is 0.1480, the return for MTP is 0.1060, the return for DGM is 0.1270 O c. The return for TEM is 0.1510, the return for MTP is 0.1020, the return for DGM is 0.1265 Od. The return for TEM is 0.0822, the return for MTP is 0.0402, the return for DGM is 0.0612
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