The estimated factor sensitivities of Alpha PLC to Fama-French factors and the risk premia associated with those factors are given in the table below: Factor Sensitivity Risk Premium (%) Market factor...

1. The estimated factor sensitivities of Alpha PLC to Fama-French factors and the risk premia associated with those factors are given in the table below:

Required:

1.Based on the Fama-French model, calculate the required return for Alpha PLC using these estimates. Assume that the Treasury bill rate is 4.7 percent.

2. Describe the expected style characteristics of Alpha PLC based on its factor sensitivities.