Suppose stock returns can be explained by the following three-factor model: Ri 3D RF + B1F1 + B2F2 - Assume there is no firm-specific risk. The information for each stock is presented here: B1 B2 Stock A 1.09 .41 .04 Stock B .71 1.26 -.16 -.08 Stock C .62 1.15 The risk premiums for the factors are 5.7 percent, 5.8 percent, and 6.5 percent, respectively. You create a portfolio with 30 percent invested in Stock A, 25 percent invested in Stock B, and the remainder in Stock C 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 If the risk-free rate is 3.2 percent, 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