Portfolio A has earned a historical return of 14% per year. The risk-free rate is 2%. Assuming that Fama-French 3 factor model is the correct model. You apply the multiple linear regression to decompose the performance of Portfolio A with the Fama-French 3 factor model. You find that Portfolio A has an alpha of -5% (negative alpha!) and you decide to construct a mimicking portfolio that has the same factor risks as portfolio A. What is the expected return of your mimicking portfolio? Multiple Choice 7% 9% 14% 17%