An analyst gathered daily stock returns for Feburary 1 through March 31, calculated the Fama-French factors for each day in the sample (SMB_t and HML_t), and estimated the Fama-French regression model shown in Equation 6-21. The estimated coefficients were a_i = 0, b_i = 1.2, c_i = 20.4, and d_i = 1.3. On April 1, the market return was 10%, the return on the SMB portfolio (r_SMB) was 3.2%, and the return on the HML portfolio (r_HML) was 4.8%. Using the estimated model, what was the stock’s predicted return for April 1?