The stock of Arbor Pet Trees $($APT$)$ is priced based on the given systematic risk factors. Estimated sensitivities to these risk factors are given by the betas of the regressionThe stock of Arbor Pet Trees $($APT$)$ is priced based on the given systematic risk

factors. Estimated sensitivities to these risk factors are given by the betas of

the regression

$R_{\text{A}\text{P}\text{T}}-R_{rf}={}_{\text{c}\text{r}\text{e}\text{d}\text{i}\text{t}}{R}_{\text{c}\text{r}\text{e}\text{d}\text{i}\text{t}}+{}_{\text{v}\text{a}\text{l}\text{u}\text{e}}{R}_{\text{v}\text{a}\text{l}\text{u}\text{e}}++$

If the actual return is $9\mathrm{.}1\%,$ what is the value of alpha?

RAPT $$ Rrf $=\backslash$beta creditRcredit $+\backslash$beta value Rvalue $+\backslash$alpha $+\backslash$epsi

Factor Risk Premium Beta

Credit Risk $6\mathrm{.}6\%0\mathrm{.}6$

Valuation Risk $3\mathrm{.}8\%0\mathrm{.}6$

Risk$-$free rate $1\mathrm{.}4\%$

If the actual return is $9\mathrm{.}1\%,$ what is the value of alpha?