Using an arbitrage pricing theory (APT) model, what is the expected return for a stock given the following factor betas and factor risk premiums? Assume the risk-free rate is equal to 2%. Factor betas: - Standardized probability of default: 0.5 - Standardized average daily trading volume: -0.2 - Standardized average earnings growth forecast: 1.5 Expected factor risk premiums: - Standardized probability of default: 2% - Standardized average daily trading volume: -1% - Standardized average earnings growth forecast: 1.5%