Evaluations for input

Consider a three-factor APT model. The factors and associated risk premiums are <image 1>. Calculate expected rates of return on the following stock: A stock with average exposure to each factor (i.e., with b = 1 for each). The risk-free interest rate is 7%.

(A) 5%

(B) 7%

(C) 13%

(D) 15.5%

Answer with the option's letter from the given choices directly. No punctuation.