73. Consider the multifactor APT. There are two independent economic factors, F1 and F2. The risk-free rate of return is 6%. The following information is available about two well-diversified portfolios: Portfolio Ii on F1 [i on 2 Egpected Return A 1.0 2.0 19% B 2.0 0.0 12% Assuming no arbitrage opportunities exist, the risk premium on the factor F2 portfolio should be A. 3% B. 4% C. 5% D. 6% E. none of these