Suppose stock returns can be explained by the following three-factor model: R;= RF+ B151 + B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B1 Stock A 1.65 Stock B .82 Stock C .81 B2 .65 1.25 -.28 B3 .40 -60 1.40 The risk premiums for the factors are 6.9 percent, 6.1 percent, and 6.5 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 percent. What is the expression for the return on your portfolio? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Factor Beta Factor F1 Factor F2 Factor F3