You strongly believe in a new two factor asset pricing model, where the two factors are the return on a liquidity portfolio and the return on a skewness factor. If at the start of the month you expected a stock to earn 18.39 percent, and the stock had loadings -0.35 on the liquidity factor and -0.06 on the skewness factor, and during the month the liquidity factor earned a return 2.22 above its expected value and the skewness factor realised a return 4.56 below its expected value, then what do you expect the stock's return (in percent) to be during that month?