Use the Table for the Question(s)below

question 38

Multiple Choice

Use the table for the question(s) below.
Consider the following information regarding the Fama-French-Carhart four factor model:
-Using the FFC four factor model and the historical average monthly returns,the expected monthly return for IBM is closest to:

• A)0.79%.
• B)0.53%.
• C)0.71%.
• D)1.01%.