Problem $1-$ APT Return

The realized APT model factors in a three$-$factor model are $F1=0\mathrm{.}6,F2=0\mathrm{.}7,$ and $F3=-0\mathrm{.}8.$ Suppose that the risk$-$free rate for the month was $0\mathrm{.}03.$

$\backslash$table$[[F1,0\mathrm{.}6],[F2,0\mathrm{.}7],[F3,-0\mathrm{.}8]]$

A$)$ If alpha $=0\mathrm{.}1,b_1=0\mathrm{.}9,b_2=0\mathrm{.}5,$ and $b_3=0\mathrm{.}2,$ what should be the return of the portfolio?

The return should be $\%.$ Round your answer to the nearest two decimal places.

B$)$ If alpha $=0\mathrm{.}13,b_1=1\mathrm{.}1,b_2=-0\mathrm{.}5,$ and $b_3=-0\mathrm{.}9,$ what should be the return of the portfolio?

The return should be $\%$ Round your answer to the nearest two decimal places.

C$)$ If alpha $=0\mathrm{.}08,b_1=-1\mathrm{.}4,b_2=0\mathrm{.}7,$ and $b_3=0\mathrm{.}3,$ what should be the return of the portfolio?

The return should be $\%.$ Round your answer to the nearest two decimal places.