You have estimated the Fama-French 3-factor model for Forrest's Feeble Foundation, Corp. using monthly excess returns over the past 5 years, and have the following results:

Market coefficient = 1.4
SMB coefficient = 2.05
HML coefficient = 0.77
You also have forecast returns (all EXCESS, and in %) for each of the factors, as:
expected market return = 2.1
expected SMB return = 0.4
expected HML return = 1.7
and the forecast return for Forrest's Feeble Foundation, Corp. = 12.61

What is the alpha for Forrest's Feeble Foundation, Corp.?