Consider a well-diversified portfolio, A, in a two-factor economy. The risk-free rate is 49, the risk premium on the first factor portfolio is 596, and the risk premium on the second factor portfolio is 496. If portfolio A has a beta of 1.1 on the first factor and 0.8 on the second factor, what is its expected return? https://blackboardlearn.utep.edu/bbcswebdav/courses/16018.202110/Spreadsheet 16018.xlsx 10.996 12.7% M 8.0% 9.296 7.09