The market return is 10% and the risk free rate is 3%. Rascals inc. Has a market beta of 1. 0, a smb beta of −. 60, and a hml beta of −0. 85. The risk premium on hml and smb are both 2%. If the single factor model generates a regression coefficient of 1. 3, using the fama-french three factor model, what is the different in returns between the three-factor model and the single factor model expected returns on rascal inc. Stock?.

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04-10-2022
Business

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The market return is 10% and the risk free rate is 3%. Rascals inc. Has a market beta of 1. 0, a smb beta of −. 60, and a hml beta of −0. 85. The risk premium on hml and smb are both 2%. If the single factor model generates a regression coefficient of 1. 3, using the fama-french three factor model, what is the different in returns between the three-factor model and the single factor model expected returns on rascal inc. Stock?.

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