Suppose stock returns can be explained by the following three-factor model:

R_i = R_F + ₁F₁ + ₂F_{2 3}F₃

Assume there is no firm-specific risk. The information for each stock is presented here:

	1	2	3
Stock A	1.70	.70	.45
Stock B	.84	1.30	.65
Stock C	.82	.31	1.42

The risk premiums for the factors are 7 percent, 6.2 percent, and 6.6 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 4.1 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 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., 32.16.)