Questlon 14 (of 19) 5.00 points MC Qu. 30 Consider the multifactor APT. There are two Consider the multi actor APT. There are two independent economic factors, and. The risk-free rate of return is 6%. The following infor mation is available about two well-diversified portfolios Portfolio Boin F1 BonF2 Expected Return 2.0 0.0 1.0 2.0 1990 12% Assuming no arbitrage opportunities exist, the risk premium on the factor & portfolio should be o 5% 03% O 6 496. Multiple Choice MC Ou. 30 Consider the multifactor APT There are two