Suppose stock returns can be explained by the following three-factor model: R;= RF+ B1F + B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B3 B1 1.40 .83 .76 Stock A Stock B Stock C B2 .60 1.40 -20 .15 -.35 1.30 The risk premiums for the factors are 6.4 percent, 5.6 percent, and 6 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 3.5 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 F3 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 return %