Consider a three-factor APT model. The factors and associated risk premiums are FACTOR RISK PREMIUM Change in GNP 6.8% Change in energy prices -1.4 Change in long-term interest rates +3.8 Calculate expected rates of return on the following stocks. The risk-free interest rate is 8.2%. A. A stock whose return is uncorrelated with all three factors. B. A stock with average exposure to each factor (i.e, with b=1 for each.) C. A pure-play energy stock with high exposure to the energy factor (b=2) but zero exposure to the other two factors. D. An aluminum company stock with average sensitivity to changes in interest rates and GNP, but negative exposure of b= -1.5 to the energy factor. (The aluminum company is energy-intensive and suffers when energy prices rise.)