Suppose that a hedge fund has a 4-factor alpha of 2 % per year, and the expected return on the market, size, value and momentum factors are 7%, 1.5%, 4% and 10 % per year. The coefficient estimates for the 4-factor model are provided below: Pi: -15, rm, = 2%+0.1(m. -"';.) -0.11;SMB +0.41;HML HM +0.35r,MOM In that case, what is the expected return on the hedge fund. The answer should be given in decimal form (e.g., write 0.05 instead of 5 or 5 %)