Suppose stock returns can be explained by the following three-factor model: R;= Rp + B1F7+ B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B1 Stock A 1.85 Stock B .86 Stock C .85 B2 .85 1.45 - 36 B3 60 -.80 1.49 The risk premiums for the factors are 7.3 percent, 6.5 percent, and 6.9 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 4.4 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.) Answer is complete but not entirely correct. Factor Beta Factor F1 0.90 Factor F2 -0.02 Factor F3 0.99 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.) Answer is complete but not entirely correct. Expected return 18.43 %