Consider the multifactor model APT with three factors. Portfolio A has a beta of $0\mathrm{.}9$ on factor $1,$ a beta

of $1\mathrm{.}2$ on factor $2,$ and a beta of $1\mathrm{.}35$ on factor $3.$ The risk premiums on the factor $1,$ factor $2,$ and factor

$3$ are $3\mathrm{.}5\%,5\mathrm{.}5\%$ and $2\mathrm{.}5\%,$ respectively. The risk$-$free rate of return is $3\mathrm{.}5\%.$ What is the expected return

on portfolio A if no arbitrage opportunities exist?