The Table Below Provides Factor Risk Sensitivities and Factor Risk

Multiple Choice

The table below provides factor risk sensitivities and factor risk premia for a three factor model for a particular asset where factor 1 is MP the growth rate in U.S. industrial production, factor 2 is UI the difference between actual and expected inflation, and factor 3 is UPR the unanticipated change in bond credit spread.
$\begin{array}{lcc}\text { Risk Factor } &\begin{array}{c}\text { Factor } \\\text { Sensitivity }(\beta) \end{array}& \begin{array}{c}\text { Risk } \\\text { Premium }(\lambda) \end{array} \\\hline \text { MP } & 1.76 & 0.0259 \\\text { UI } & -0.8 & -0.0432 \\\text { UPR } & 0.87 & 0.0149\end{array}$
Calculate the expected excess return for the asset.

A) 12.32%
B) 9.32%
C) 4.56%
D) 6.32%
E) 8.02%