Consider the multifactor model APT with two factors. Portfolio A has a beta $of1\mathrm{.}20on$ factor $1$ and a beta $of1\mathrm{.}50on$ factor $2.$ The risk premiums $on$ Factor $1$ and Factor $2$ portfolios are $1\%$ and $7\%,$ respectively. The risk$-$free rate $of$ return $is4\%.Ifno$ arbitrage opportunities exist, what $is$ the expected return $on$ portfolio $A?$