An analyst has modeledp the stock of Storm using a three-factor APT model. The risk-free rate is 5%, the expected return on the first factor is 14%, the expected return on the second factor is 10%, and the expected return on the third factor is 8%. If b;1 = 1. b2 = 08, and b3 = 05 what is Storm's required return in percent?

An AFT LG