What is thre return on blylock corp stock

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You are trying to describe the stock returns of Blylock Corp. using a Three-Factor APT model. You have calculated the coefficient of the first factor to be 0.2, the coefficient of the second factor to be -1.4 and the coefficient of the thrid factor to be 1.6. The expected return on the first factor is 7%, the expected return on the second factor is 10%, and the expected return on the third factor is 6%. The current risk free rate is 3%. Based on the three-factor APT model, what is thre return on Blylock Corp. stock?

Reference no: EM132648463

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