1M Treasury Bill

0.05423

Factor Risk Premiums

S&P-Rf

CPI-Rf

M2-Rf

IndProd-Rf

0.783212087

0.180902788

0.511069565

−0.02132696

Significant Coefficient

APPL

MRK

PG

NKE

SP500_PCH

0.010201105

0.000947565

0.00325375

0.007692842

APPL

MRK

PG

NKE

Expected Returns

6.22%

5.50%

5.68%

6.03%