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 A B Bon F1 3.0 6.0 Bon F2 6.0 3.0 Expected Return 45% 42% Assuming no arbitrage opportunities exist, the risk premium on the factor portfolios F1 and F2 should be: a. 3%,4% O b. 4.9%, 4.2% O c. 5%,4% O d. 4%,5%