Suppose stock returns can be explained by the following three-factor model: Ri=RF+1F1+2F23F3 Assume there is no firm-specific risk. The information for each stock is presented here: The risk premiums for the factors are 7.8 percent, 7 percent, and 7.4 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 4.9 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., 32.16.) 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., 32.16.)