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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 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

RAPT Rrf = creditRcredit + value Rvalue + +

Factor Risk Premium Beta
Credit Risk 4.9% 1.4
Valuation Risk 2.4% 0.5
Risk-free rate 2.9%

If the actual return is 9.1%, what is the value of alpha? Please give specific answer up to 4 decimal places.

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