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 7.9 percent, 7.1 percent, and 7.5 percent, respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent 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., 3216.) What is the expected return on your portfolio? (Do not round intermediote calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)