Question: Using the Fama-French model, a firm has a Beta of HML of -0.2, Beta of SMB of 0.0, and Beta on the Market of 0.5

Using the Fama-French model, a firm has a Beta of HML of -0.2, Beta of SMB of 0.0, and Beta on the Market of 0.5 . If the expected market risk premium is 6.5%, the HML return 2.0%, the risk-free rate is 4.3%, and SMB return 0.2%, what is the expected return of the firm? (Answer in \% so 6.1% is 6.1 and to one decimal place)

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