After regressing excess return of a fund on factors you obtain the following betas:

CAPM: 1.2 (rm-rf), (unknown beta) SMB , (unknown beta) HML FF3F: 1.1 (rm-rf), 0.3 (SMB), 0.2 (HML)

Fund A's FF3F alpha is higher than its CAPM alpha. Which of the following sets of average factor values is most likely possible?

Values in this order presented below as answer options. RM-RF;SMB;HML

A. 0.5%,0%,0.3% B. 0.5%;0.2%;-0.1% c. 0.5%;0.1%;-0/2% d. 0.5%; 0.2%; 0%