Consider the multifactor APT. There are two independent economic factors, $F_1$ and $F_2.$ The risk$-$free rate of return is $6\%.$ The following informat

available about two well$-$diversified portfolios:

Assuming no arbitrage opportunities exist, the risk premium on the factor $F_2$ portfolio should be

$3\%.$

$5\%.$

$6\%.$

$4\%.$