Consider the multifactor APT. There are two independent economic factors, F1 and F2. The following information is available about two well-diversified portfolios with risk free rate of 5%.

Portfolio	on F1	on F2	Expected Return
A	1.0	2.0	17%
B	2.0	0.5	14%

What's the expected return of Factor 1 portfolio?

Group of answer choices

4%

3%

8%

9%