repeated the hml twice in ss by mistake . just take it once Using...
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repeated the hml twice in ss by mistake . just take it once
Using the factor beta estimates in table A below and the monthly expected return estimates in table B, calculate the risk premium of Ford using the Fama-French-Carhart factor specification. (Annualize your result by multiplying by 12.) Table A Estimated Factor Betas, 2008-2018 Factor Apple Chevron Ford | 1.1 0.66 1.21 SMB -0.71 -0.38 -0.29 HML -0.01 0.17 0.76 PR1YR 0.02 0.21 -0.18 Table B FFC Portfolio Average Monthly Returns, 1927-2015 Average Factor Monthly Portfolio Return (%) 95% Confidence Band (%) MKT - rf 0.62 (+0.32, -0.32) SMB 0.26 (+0.19, -0.19) HML 0.34 (+0.21, -0.21) HML 0.34 |(+0.21, -0.21) PR1YR 0.68 (+0.28, -0.28) 9.00% 0.75% 9.73% O Insufficient information
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repeated the hml twice in ss by mistake . just take it once