Please show all work clearly and in order. You MUST show all procedures as equations on how to get to your answer. If you only show the answer, 100% of total points will be deducted. 1. You regressed of the excess return of GE stock on the excess return on market, SMB, and HML and obtained the result of the Fama-French three factor model as below. If risk free rate, market risk premium, value factor return, size factor return are 0.1%, 1.5 %, 0.7% 1.2% respectively, what is the expected return on GE stock? (5 points) SUMMARY OUTPUT Regression Statistics Multiple R 0.645353 R Square 0.416481 Adjusted R 0.385221 Standard E 0.082165 Observatio 60 ANOVA SSMS F Significance F Regressior Residual Total 3 0.269836 0.089945 1332314 1.13E.06 56 0.37806 0.006751 59 0.647896 Lower 95%Upper 95% Intercept0.02616 0.011639 -2.2477 0.028552 0.04948 000285 1.202913 024113 4.988641 6.24E 06 0.719871 1685955 t Stat P-value Coefficientsandard Em Rm- Rf SMB 0.364624 0.332656 1.096098 0277727 030177 1.031013 0.692292 0274888 2.518448 0014672 0 141625 124296 HML