Suppose stock returns can be explained by the following three-factor model: R;= RF+B151+B212-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B1 B2 B3 Stock A 2.15 1.15 .90 Stock B .92 1.75 Stock C -48 -35 1.57 .91 The risk premiums for the factors are 7.9 percent, 71 percent, and 75 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 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., 32.18.) Expected return 96