Suppose stock returns can be explained by the following three-factor model: Ri = RF + 1F1 + 2F2 3F3 Assume there is no firm-specific risk. The information for each stock is presented here: 1 2 3 Stock A 1.80 .80 .55 Stock B .85 1.40 .75 Stock C .84 .35 1.46 The risk premiums for the factors are 7.2 percent, 6.4 percent, and 6.8 percent, respectively. You create a portfolio with 30 percent invested in Stock A, 30 percent invested in Stock B, and the remainder in Stock C. The risk-free rate is 4.3 percent. What is the beta for each factor for the return on your portfolio?