2 Hours, 27 Minutes, Question 1 1 pts Consider a three-factor APT model with non-self-financing factors. The table below provides the expected return for each of the factors, the beta of Stock A with each of the factors, and the beta of Stock B with each of the factors. The risk-free rate is 1.8%. Use this model to estimate the expected return on a portfolio with equal investments in Stock A and Stock B. Factor Expected Return Beta for A Beta for B F1 7.5% 0.78 0.20 F2 9.3% -0.28 0.61 F3 10.5% 0.50 -0.37 O 5.34% O 5.69% O 4.99% 06.04% O 6.40%