Suppose under arbitrage pricing theory (APT), the mean asset returns are described as EC) = 10+141+212 where by and by are factor loadings for two factors f1 and 12, and 10-2% is the risk free rate. Given two asset returns -1% +0.1 +0.812 + 12 = 0% +0.25 +0.52 + 2 and mean factor returns E{(1) = 8% and E(+2) = 5%, what it is to the nearest 0.001)