Suppose stock returns can be explained by the following three$-$factor model:

Ri $=$ RF $+\backslash$beta $1$F$1+\backslash$beta $2$F$2\backslash$beta $3$F$3$

Assume there is no firm$-$specific risk. The information for each stock is presented here:

$\backslash$beta $1\backslash$beta $2\backslash$beta $3$

Stock A $1\mathrm{.}80\mathrm{.}80\mathrm{.}55$

Stock B $\mathrm{.}851\mathrm{.}40\mathrm{.}75$

Stock C $\mathrm{.}84\mathrm{.}351\mathrm{.}46$

The risk premiums for the factors are $7\mathrm{.}2$ percent, $6\mathrm{.}4$ percent, and $6\mathrm{.}8$ percent, respectively. You create a portfolio with $30$ percent invested in Stock A$,30$ percent invested in Stock B$,$ and the remainder in Stock C$.$ The risk$-$free rate is $4\mathrm{.}3$ percent. What is the beta for each factor for the return on your portfolio? $($Do not round intermediate calculations and round your answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

What is the expected return on your portfolio? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$