If ai 0 bi 12 ci -04 and di 13 what is the stocks


An analyst has modeled the stock of a company using the Fama-French three-factor model. The market return is 10%, the return on the SMB portfolio (rSMB) is 3.9%, and the return on the HML portfolio (rHML) is 4.6%. If ai = 0, bi = 1.2, ci = -0.4, and di = 1.3, what is the stock's predicted return? Round your answer to two decimal places.

Request for Solution File

Ask an Expert for Answer!!
Financial Management: If ai 0 bi 12 ci -04 and di 13 what is the stocks
Reference No:- TGS02832237

Expected delivery within 24 Hours