please help and explain!

5. 15 Points] An analyst has modeled the stock of Commonwealth Co. using the Fama- French three-factor model. The risk-free rate is 5%, the required market return is 14%. the risk premium for the size factor is 10%, and the risk premium for the value factor is 7%. The analyst finds that the correlation between Commonwealth and market is 0.6. The standard deviation of Commonwealth is 0.3. The variance of market is 0.0144. Also, Commonwealth's beta with respect to the size factor (a) is 0.7, and its beta with respect to the value factor (d) is --2.0. According to the Fama- French three-factor model, what is the stock's required return