An analyst has modeled the stock of a company using the Fama-French three-factor model. The risk-free rate is 5%, market return is 8%the return on the SMB portfolio is 3%, and the return on HML portfolio is 4%If a(I) = 0.2; b{i} is 1.1, c (I) = - 0.5 , and d (I) = 1.2 what is the stock's predicted return?