Problem 4 FF 3-Factor Model Return The realized Fama-French 3-Factor model factors are Rm-Rfree = -4.6, SMB = 0.7, and HML = 5.2. Suppose that risk-free rate for the month is 0 and the alpha is 0. Rm-Rfree -4.6 SMB HML Alpha R-free 0.7 5.2 The return should be 0 0 A) If beta=1.1, bsmb=0.5, and bhml=-0.3, what should the return be? The return should be %. Round your answer to the nearest three decimal places. Include a negative sign if the expected return is negative. B) If beta=0.9, bsmb-1.5, and bhml-0.4, what should the return be? %. Round your answer to the nearest three decimal places. Include a negative sign if the expected return is negative. 'C) If beta-1.2, bsmb=-0.4, and bhml=0.8, what should the return be? The return should be %. Round your answer to the nearest three decimal places. Include a negative sign if the expected return is negative.

The realized Fama-French 3 . Factor model factors are RmRtree=4.6,5MB=0.7, and HML=5.2.5 uppose that riskfree rate for the month is 0 and the A) If beta =1.1, bsmb =0.5, and bhmi=.0.3, what shsuld the return be? The return should be 4. Round your answer to the nearest three decimal places. Include a negative sign if the expected return is negative B) if beta =0.9, bsmb 1.5 , and bhmi 0.4 , what should the retum be? The return should be 4. Round your answer to the nearest three decimal places. include a negative sign if the expected return is negative. C) If beta =1,2, bsmb =0.4, and bhmi=0.8, what should the return be? The return should be 4. Round your answer to the nearest three decimal places. Include a negative sign if the expected return is negative