Consider the Fama-French 3-factor model. The risk-free rate is 6%, and the expected return on the market is 18%. The expected return on the SMB portfolio is 2%. The expected return on the HML portfolio is 3%. What is the expected return on a stock with a market beta of 1.3, an SMB beta of -0.5, and an HML beta of -0.7?

A. 6% B. 13.1% C. 14.9% D. 18.5%

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