A financial analyst has modeled the company's stock using a Fama-French three-factor model. The risk free rate is 5%; the market return is 10%; the profitability of the SME portfolio (rSMB) is 3.8%; and the return on the HML (rHML) portfolio is 4.7%. If ai = 0, bi = 1.2, ci = -0.4, and di = 1.3, what is the expected return on the stock?

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