consider the multifactor APT with two factors.the risk preminum on the factor $1$ and factor $2$ portfolios are $2\mathrm{.}5\%$ and $3\mathrm{.}7\%,$ respectively. Stock A has a beta of $1\mathrm{.}60$ on factor $1,$ and beta of $0\mathrm{.}90$ on facor $2.$ the expected return on stock A is $16\%.$ if not arbitrageopportunites exist, what would be risk free return?