Question: Consider the multifactor APT. The risk premiums on the factor 1 and factor 2 portfolios are 6.17% and 4.73%, respectively. The risk-free rate of return

Consider the multifactor APT. The risk premiums on the factor 1

Consider the multifactor APT. The risk premiums on the factor 1 and factor 2 portfolios are 6.17% and 4.73%, respectively. The risk-free rate of return is 3.57%. Stock A has an expected return of 17.66% and a beta on factor-1 of 1.15. What is the beta of factor-2 for Stock A? Please compute to 2 decimals

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