Consider the following simplified APT model:

Factor

Expected Risk Premium $(\%)$

Market

$7\mathrm{.}2$

Interest Rate

$0\mathrm{.}6$

Yield Spread

$6$

You are considering the three stocks with the factor sensitivities as shown below

Factor Sensitivities $($Exposures$)$

Stock

Market

Interest Rate

Yield Spread

$1$

$0\mathrm{.}5$

$2$

$0\mathrm{.}9$

$2$

$1\mathrm{.}7$

$1$

$0\mathrm{.}3$

$3$

$0\mathrm{.}2$

$0\mathrm{.}3$

$2$

Assume that the risk$-$free rate is $10\%.$

What is the expected return on a portfolio that is equally weighted in the three stocks?