Question: You estimate the following macroeconomic factor model for the returns of an asset: Coefficient Factor Intercept 3.33 Surprise GDP 2.2 Surprise corporate-government yield spread

You estimate the following macroeconomic factor model for the returns of an

You estimate the following macroeconomic factor model for the returns of an asset: Coefficient Factor Intercept 3.33 Surprise GDP 2.2 Surprise corporate-government yield spread 2.46 Surprise inflation 1.62 Surprise oil price change 1.9 What is the expected return for this asset next period?

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