True of false and please explain why

Question 5: Suppose that returns are well-described by a two-factor model. Moreover, an asset's loading (beta) on the first factor (say, T) is 0.1, while the loading on the second factor (say, U) is 0.15. If the expected returns of the two factors are, respectively, 25% and 20%, and the risk free rate is 5%, it follows that the asset's expected return is 11.35%