Fama-French Three-Factor Model An analyst has modeled the stock of a company using the Fama-French three-factor model. The market return is 10%, the return on the SMB portfolio (rSMB) is 3.0%, and the return on the HML portfolio (rHML) is 5.9%. If ai = 0, bi = 1.2, ci = -0.4, and di = 1.3, what is the stock's predicted return? Do not round intermediate calculations. Round your answer to two decimal places.

Pretty stuck, as the only example problems I found also included a risk-free rate, however, this problem does not have that. Thank you in advance! This is due Saturday night for me and the last problem of mine.