Suppose stock returns can be explained by the following three-factor model: R;= RF+ B151+ B2-2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B1 Stock A 2.15 Stock B .92 Stock C .91 B2 1.15 1.75 -.48 B3 .90 -35 1.57 The risk premiums for the factors are 7.9 percent, 71 percent, and 7.5 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 5 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