Warren, an analyst at Avangard Analytics $($AA$),$ models the stock of the company. Suppose that the risk$-$free rate rRF

$=5\%,$ the required market return rM

$=10\%,$ the risk premium for small stocks rSMB

$=3\mathrm{.}2\%,$ and the risk premium for value stocks rHML

$=4\mathrm{.}8\%.$ Suppose also that Warren ran the regression for Avangard Analytics$$s stock and estimated the following regression coefficients: aAA

$=0\mathrm{.}00,$ bAA

$=1\mathrm{.}2,$ cAA

$=-20\mathrm{.}4,$ and dAA

$=-1\mathrm{.}3.$ If Warren uses a Fama$-$French three$-$factor model, then which of the following values correctly reflects the stock$$s required return?

$-50\mathrm{.}48\%$

$-72\mathrm{.}52\%$

$-60\mathrm{.}52\%$

$-65\mathrm{.}52\%$