An analyst has modeled the stock of a company using the Fama$-$French three$-$factor model. The market return is $8\%,$ the return on the SMB portfolio $($rSMB$)$ is $2\mathrm{.}1\%,$ and the return on the HML portfolio $($rHML$)$ is $4\mathrm{.}9\%.$ If ai $=0,$ bi $=1\mathrm{.}2,$ ci $=-0\mathrm{.}4,$ and di $=1\mathrm{.}3,$ what is the stock's predicted return? Do not round intermediate calculations. Round your answer to two decimal places.