Suppose stock returns can be explained by the following three-factor model: Ri= Rp + B16 + B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here! B2 B1 Stock A 2.25 Stock B 96 Stock 93 1.25 1.85 51 B3 1.00 4.45 1.60 The risk premiums for the factors are 81 percent. 73 percent and percent respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent invested in Stock B, and the remainder in Stock o The risk free rate is 52 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., 3216.) 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 %