Suppose stock returns can be explained by the following three-factor model: R;= RF + B1F1+B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B2 B1 Stock A 1.85 Stock B .86 Stock C .85 .85 1.45 - 36 B3 .60 -.80 1.49 The risk premiums for the factors are 73 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.) 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., 32.16.) Expected return %