20. The return on security A can be expressed as a one-factor model of the form:

T-It = -4% + 2.6F, + C-It The response coefficient of security A (ell) to unanticipated changes in the factor is +1.5. During the period security A returned 13%. If the expected value of the factor was 8% and security A's random error term (eAt) during the period was

+1 %, what must have been the unexpected change in the factor (ED,)?