Consider the multi-factor APT with two factors. The risk premia on factor 1 and factor 2 are 5% and 3%, respectively. Portfolio A has a beta of 1.4 on factor 1, and a beta of 0.5 on factor 2. The expected return on portfolio A is 14%. If no arbitrage opportunities exist, the risk-free rate of return should be 6.5% 5.5% 06.0% 5.0%