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问题如下：

Analyst Bob tests company B's expected returns based on a two-factor model. Initially, the company expected a return of 12 per cent. Bob identifies GDP and five-year interest rates as two factors in the factor model. Assume that the following data is used:

√ GDP growth forecast to 4%

√ Interest rate rate prediction = 2%

√ the GDP factor beta = 1.50

√ the rate factor beta = -2.00

Suppose GDP ends up growing by 6% and five-year interest rates end up at 3%. It is also assumed that during this period, the company unexpectedly experiences a reputational crisis, leading to a substantial loss. Thus, over this period, the firm-specific return was -4%. Using the 2 factor model with the revised data, what are the company's expected return?

选项：

A.

-1%

B.

1%

C.

1.5%

D.

9%

解释：