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Please help with below question Consider the multifactor APT with two factors. Portfolio A has a beta of .5 on factor 1 and a beta

Please help with below question

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Consider the multifactor APT with two factors. Portfolio A has a beta of .5 on factor 1 and a beta of 1.25 on factor 2. The risk premiums on the factor 1 and 2 portfolios are 1% and 7%, respectively. The risk-free rate of return is 7%. The expected return on portfolio A is if no arbitrage opportunities exist. O 9.25% 15.75% O 7.25% 4.75% 16.25%

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