Question 5 1 pts Consider the multifactor APT with two factors. Portfolio A has an expected return of 0.164, a beta of 1.4 on factor 1 and a beta of 0.8 on factor 2. The risk premium on the factor 1 portfolio is 0.03. The risk-free rate of return is 0.06. What is the risk-premium on factor 2 if no arbitrage opportunities exist? (Note: enter the exact decimal answer, do not enter percentage values. If an exact decimal answer is not available, round it to two decimal places.)