Consider the multifactor APT. There are two independent economic factors, F1 and F2. The risk-free rate of return is 3%. The following information is available about two well-diversified portfolios: Portfolio Beta on F1 Beta on F2 Expected Return A 0.75 1.25 16% B 1.50 1.30 23% Assuming no arbitrage opportunities exist, calculate the risk premium on the factor F1 and the risk premium on the factor F2. Please. don't write. solution on paper is it hard to understand.