you strongly believe in a new two factor asset pricing model, where the two factor 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 19.61 percent, and the stock had loadings -0.45 on liquidity factor and 0.18 on the skewness factor, and during the month the liquidity factor earned a return 3.13 above its expected value and the skewness factor realised a return 2.95 below its expected value, then what do you expect the stock's return (in percent) to be during the month?