10. The Fama-French three-factor model predicts stock's return given the return of the market, the SMB portfolio, and the HML portfolio. The model is given as: Predicted return =ai+bi(rM,t)+ci(r SMB, t+di(rHML,t). You have estimated that ai=0,bi=1.2,ci=0.4, and di=1.3. On May 1 , the market return (rM,t), was 10%, the return on the SMB portfolio (rSMB) was 3.2%, and the return on the HML portfolio (rHML) was 4.8%. i. using the model, predict the stock's return for the month of May 1. ii. if the actual return of the stock is 17.5% on May 1 , calculate the unexplained return of the stock