According to the CAPM model, the risk premium for Stock A is 8.1% and the risk premium for Stock B is 15.7%. The table below provides the following information for the FFC factors SMB, HML, and PR1YR: The expected return, the beta of Stock A with the factor, and the beta of Stock B with the factor. A portfolio is created by investing equally in Stock A and Stock B. Use the FFC model to estimate the risk premium for this portfolio. Factor Expected Beta Beta Return for A for B SMB 8.0% -0.30 0.40 HML 17.0% 0.60 -0.25 PR1YR 4.9% -0.10 0.50 0 14.51% 16.25% O 16.83% 15.09% 15.67%