Jack an analyst at Capital One, models the stock of the company. Suppose that the risk-free rate is 4%, the required market return is 10%, the risk premium for small stocks is 5%, and the risk premium for value stocks is 7%. Suppose that Jack ran the regression for Capital Ones stock and estimated the following regression coefficients: 1, 1.45, 3, respectively. If Jack uses a Fama-French three-factor model, then which of the following values correctly reflects the stocks required return and also calculate the expected return when the beta is 1