The Fama-French three-factor model predicts stocks return given the return of the market, the SMB portfolio, and the HML portfolio. The model is given as: Predicted return = ai + bi (r M,t) + ci (r SMB,t) + di (r HML,t). You have estimated that ai = 0, bi = 1.2, ci = -0.4, and di =1.3. On May 1, the market return (rM,t), was 10%, the return on the SMB portfolio (rSMB) was 3.2%, and the return on the HML portfolio (rHML) was 4.8%. a. Using the model, predict the stocks return for the month of May 1. b. If the actual return of the stock is 17.5% on May 1, calculate the unexplained return of the stock.