What would the fama french momentum model suggest

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Reference no: EM131235438

Assume that you ran a time-series regression with your project on the Fama-French factors and found the following:

What would the Fama-French-Momentum model suggest you use as the hurdle rate for this project?

Recall that E(XMKT) ≈ 8.5%, E(UMD) ≈ 8.9%, E(HML) ≈ 4.6%, and E(SMB) ≈ 3.8%.

Assume that the prevailing risk-free Treasury offers 3%.

Reference no: EM131235438

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