Estimated factor loadings (betas) for the Mystery Fund, according to the Fama-French 3 Factor model (FF3), are reported in the table below, along with annual factor expected returns.

 If the Mystery Fund's annual return was 10%, its FF3 alpha was 5%, and the risk-free rate was 2% over the same period, what was the fund's FF3 size beta?

Factor loading Factor expected Factor (beta) return Market 1.10 6.5% Size ? 3.3% Value -0.59 4.2%