Suppose stock returns can be explained by the following three-factor model: R;= RE+B1F1+B2F2-B33 Assume there is no firm-specific risk. The information for each stock is presented here: B1 B2 B3 Stock A 1.95 .95 .70 Stock B .84 1.55 -15 Stock C -41 1.52 .87 The risk premiums for the factors are 7.5 percent, 6.7 percent, and 7.1 percent respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent invested in Stock B, and the remainder in Stock C. The risk-free rate is 4.6 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.) Factor F Factor F2 Factor 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.) Expected retum %