Assume the following data for a stock: Risk-free rate = 5%; Beta (market)= 1.4; Beta (size)= 0.4; Beta (book-to-market)= -1.1; Market risk premium = 7%; Size risk premium = 3.7%; and book-to-market risk premium = 5.2%.Calculate the expected return on the stock using the Fama-French three-factor model.
A)22.3%
B)7.8%
C)10.6%
D)20.9%

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The Answer of Assume the following data for a stock: Risk-free rate = 5%; Beta (market)= 1.4; Beta (size)= 0.4; Beta (book-to-market)= -1.1; Market risk premium = 7%; Size risk premium = 3.7%; and book-to-market risk premium = 5.2%.Calculate the expected return on the stock using the Fama-French three-factor model.
A)22.3%
B)7.8%
C)10.6%
D)20.9%

Assume the Following Data for a Stock: Risk-Free Rate =