Emest is interested in investing in one of three companies in the same industry for which he knows that A={0.3,0.05,0.2},B={0.25,0.06,0.15} and C={0.3,0.08. 0.25 ) where X= [percent of firm's capital in debt, effective cost of dobt, effective tax rate] . He wants to use the Fama & French 3 -factor model to derive the weighted average cost of capltal (WACC) measure. The relative returns that he needs for that model are (0.15,0.03,0.1,0.05,0.06,0.04} where \{market retum, risk-free rate, return from investing in small firms, return from investing in large firms, return from investing in firms with high book-to-market ratio, roturn from investing in firms wath low book-to-market ratio }. The factor loadings for each company are A={0.4,0.2,0.2},B={0.6,0.9,0.2} and C={0.7,0.1,0.4} where X={ the market factor, the size factor, the value factor? Which of the following options is closest to the value of the WACC measure of the most stable firm? a. 0.06 b. 0.07 c. 0.08 d. 009