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Stock A 2.15 Stock B .92 Stock C .91 1.15 1.75 -48 .90 -35 1.57 The risk premiums for the factors are 7.9 percent, 71

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Stock A 2.15 Stock B .92 Stock C .91 1.15 1.75 -48 .90 -35 1.57 The risk premiums for the factors are 7.9 percent, 71 percent, and 7.5 percent, respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent invested in Stock B, and the remainder in Stock C. The risk-free rate is 5 percent. What is the expression for the return on your portfolio? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Factor Beta Factor F1 Factor F2 Factor F3 What is the expected return on your portfolio? (Do not round intermediate calculations and enter vour answer as a percent rounded to 2 decimal places. e.a.. 32.16.)

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