Consider the multifactor APT. There are two independent economic factors, $F_1$ and $F_2.$ The risk$-$free rate of return is $4\%.$ The following information is available about two well$-$diversified portfolios:

$\backslash$table$[[$Portfolio$,$ on $F_1,$ on $F_2,$Expected Return$],[$A$,1\mathrm{.}5,0\mathrm{.}5,13\%$