menentate al securities systematic risks to two factors, F1 and F2. Suppose portfolios A, B, and C are well herre rate of return 57% Pariolio A Portfolio B 0 0 8% Portfolio C o, sold be the expected return on portfolio C based on the information provided in the table 1 1 0.8 ? Investors attribute al securities' systematic risks to two factors, F1 and F2. Suppose portfolios A, B, and C are well- diversified. The risk free rate of return is 7% bi b2 Portfolio A 1 0 8% Portfolio B 0 1 14% Portfolio C 1 0.8 ? fro-arbitrage exists, what should be the expected return on portfolio C based on the information provided in the table above 1425 0136