the answer is provided i just want to know how to solve it

- Carlos Altuve is a manager-of-managers at an investment company that use4s quantitative models extensively. Altuve seeks to construct a multi-manager portfolio using some of the funds managers by portfolio managers within the firm. Maya Zapata is assisting him. Using Arbitrage Pricing theory (APT) to evaluate strategies and managering risk for three funds. Using a two-factor Model Zapata now estimates the three funds' sensitivity to inflation and GDP growth. The information is presented in Exhibit 1. Zapata assumes a zero value for the error terms when working with the selected twofactor model Question Continued - Altuve Asks Zapata to calculate the return for Portfolio AC, composed of a 60 percent allocation to Fund A and 40 percent allocation to Fund C, using the surprises in in inflation and GDP growth in Exhibit 2. - ANS: 2.02% Assume the following information: Rf=2.5%,E[rmrf]=7%,E[rSMB]=3%, and E[rHML]=5% Google's betas are i,m=0.5,i,SMB=1.6,i,HML=0.3. What is the expected return of Google based on the Fama-French three-factor model