Suppose stock returns can be explained by the following three-factor model: R;= RF+B1F+B262-B353 Assume there is no firm-specific risk. The information for each stock is presented here: B2 B1 Stock A 1.60 Stock B 80 Stock C 80 B3 35 --55 1.38 The risk premiums for the factors are 6.8 percent. 6 percent, and 6.4 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 3.9 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