Suppose you are considering investing. As part of your investment analysis, you run a regression of Star's monthly excess returns for the past five years on the four factors specified by the Fama-French four factor model. The table below provides the estimation results. Using historical data over the same period, you also estimate the factor risk premium for each factor (shown in annual terms in the last column).

	Coefficient		Factor
Factor	Estimates	t-statistics	Risk Premium
Market	1.9	18.9	0.16
SMB	0.5	1.54	0.042
HML	-1.9	2.6	0.026
MOM	0.03	0.56	0.066

Calculate the stock's expected return. Assume a risk-free rate of 8% per annum.