81.Based on a single-factor model, assume that the risk-free rate is 6% and the expected return on a portfolio with unit sensitivity to the factor is 8.5%.Consider a portfolio of two securities with the following characteristics:

SECURITY b(beta) SENSITIVITY PROPORTION

A 4.0 .30

B 2.6 .70

According to APT (Arbitrage Pricing Theory), what is the portfolio's equilibrium expected return?

I want to understand "expected return on a portfolio with unit sensitivity to the factor vs what if its not unit sensitivity, but some other sensitivity?"