Question: Need the full answer be quick thanks Consider a well-diversified portfolio, A, in a two-factor economy. The risk-free rate is 5%, the risk premium on

Need the full answer be quick thanks

Need the full answer be quick thanks Consider a well-diversified portfolio, A,

Consider a well-diversified portfolio, A, in a two-factor economy. The risk-free rate is 5%, the risk premium on the first-factor portfolio is 6%, and the risk premium on the second-factor portfolio is 10%. If portfolio A has a beta of 1.3 on the first factor and 0.7 on the second factor what is its expected return? Select one: O a. 17.2% b.7.2% c. 22.2% d. 14.8% e. 19.8%

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