Suppose that stock returns are generated by a two-factor model. The expected returns and factor sensitivities of two well-diversified mutual funds, Brix and Clix, are given in the table below. The risk-free rate is 2%.

Suppose that you have $100 to invest and you decide to put $30 in the Brix fund and $70 in the Clix fund. What are the factor sensitivities of your portfolio?

\begin{tabular}{|l|c|c|c|} \hline Mutual fund & Factor beta b1 & Factor beta b2 & Expected return \\ \hline Brix & 0.3 & 0.4 & 8% \\ \hline Clix & 1.5 & 0.8 & 23% \\ \hline \end{tabular}