Assume the following data for a stock: Risk$-$free rate $=5$ percent; beta $($market$)=1\mathrm{.}5$; beta $($size$)=0\mathrm{.}3$; beta $($book$-$to$-$market$)=1\mathrm{.}1$; market risk premium $=7$ percent; size risk premium $=3\mathrm{.}7$ percent; and book$-$to$-$market risk premium $=5\mathrm{.}2$ percent. Calculate the expected return on the stock using the Fama$-$French three$-$factor model.