Suppose stock returns can be explained by the following three-factor model: Ri RF B1FB2F2 - B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: 83 B1 B2 Stock A 1.45 65 .20 Stock B 80 1.45 -.40 Stock C 77 -.21 1.32 The risk premiums for the factors are 6.5 percent, 5.7 percent, and 6.1 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 3.6 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 Suppose stock returns can be explained by the following three-factor model: Ri RF B1FB2F2 - B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: 83 B1 B2 Stock A 1.45 65 .20 Stock B 80 1.45 -.40 Stock C 77 -.21 1.32 The risk premiums for the factors are 6.5 percent, 5.7 percent, and 6.1 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 3.6 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