21. P'PP'?' What average returns on socially responsible mutual funds do you predict for socially responsible funds, when there is a return on the SMB portfolio of 1.12, a return on the HML portfolio of 3.21, a return on the market portfolio (ERM) of 2.04, a riskfree return (RF) of 0.01, returns on the momentum portfolio (MOM) are -2.22, and the economy is in a recession? +1.80% -1.80% 1.67% 0.2 1%