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Assume the following data for a stock: risk-free rate =5 percent: beta (market) =1.4; beta...

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Assume the following data for a stock: risk-free rate =5 percent: beta (market) =1.4; beta ( size )=0.4; beta (book-tomarket) =1.1; market risk premium =13 percent; size risk premium =9.7 percent; and book-to-market risk premium = 11.2 percent. Calculate the expected return on the stock using the Fama-French three-factor model. 26.5 percent 14.8 percent 25.1 percent 12.0 percent

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