Consider a two-factor model under the arbitrage pricing theory setting. If a well-diversified portfolio P has betas of -5 and 1.3 on the two factors, respectively and the risk premiums on the two factor portfolios are 39 and 6%, respectively. The risk-free rate of return is 4%. Under the assumption of no arbitrage, what is the expected return of portfolio P? 10.396 O 6.396 O 5.396 O 5%