The table below provides factor risk sensitivities and factor risk premia for a three factor model for a particular asset where factor $1$ is MP the growth rate in U$.$S$.$ industrial production, factor $2$ is UI the difference between actual and expected inflation, and factor $3$ is UPR the unanticipated change in bond credit spread.

$\backslash$table$[[$Risk Factor,Factor Sensitivity $(),$Risk Premium $()$