Consider the following simplified APT model: Expected Risk Premium (%) Factor Market Interest rate Yield spread 5.1 Factor Risk Exposures Interest Rate Yield Spread (62) (63) -0.4 Market (51) 1.6 1.6 Stock P -1.1 p2 B p3 0.3 1.e Consider a portfolio with equal Investments in stocks P, p2, and p3. Assume r;=5%. a. What are the factor risk exposures for the portfolio? (A negative answer should be Indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 3 decimal places.) Factor Risk Exposures Market (1) Interest rate (62) Yield spread (3) b. What is the portfolio's expected return? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Portfolio's expected return %