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2. Consider the following simplified Arbitrage Pricing Theory APT model (16 Marks) Factor Market Interest Spread Yield spread Expected Risk Premium 5.4% 1.3% 1.2% Calculate the expected return for the following stocks. Assume risk free rate (n) = 2% Stock Factor Risk Exposures Interest Rate (62) 0.6 1.0 1.1 Market (61) 1.2 0.9 1.0 B Yield Spread (63) 0.5 0.4 0.5 r;=r; + B ;(", - r,)+B;2(";2 - r.) + ... + Bix ("/x-",)