You are given the regression results of the following 4 factor portfolio: What is the excess return of the portfolio attributable to the factors only? 4 FACTOR PORTFOLIO REGRESSION RESULTS Factor Rm-Rf SMB HML Momentum Return attributed to specific asset selection Portfolio Sensitivity 0.950 1.200 0.400 0.850 Factor Benchmark return % 4.5 4.0 -5.0 -1.0 sensitivity 1.050 0.700 0.500 1.200 0.85