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: B1 Stock A 2.00 Stock B 86 Stock C 88 B2 1.00 1.60 -42 B3 75 - 20 1.54 The risk premiums for the factors are 7.6 percent, 6.8 percent, and 7.2 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 4.7 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