Suppose stock returns can be explained by the following three$-$factor model:

$R_i=R_F+{}_1{F}_1+{}_2{F}_2-{}_3{F}_3$

The risk premiums for the factors are $7\mathrm{.}8$ percent, $7$ percent, and $7\mathrm{.}4$ percent, respectively. You create a portfolio with $30$ percent invested in Stock A$,30$ percent invested in Stock B$,$ and the remainder in Stock C$.$ The risk$-$free rate is $4\mathrm{.}9$ percent. What is the beta for each factor for the return on your portfolio? $($Do not round intermediate calculations and round your answers to $2$ decimal places, e$.$g$.,$

$32\mathrm{.}16.)$

What is the expected return on your portfolio? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.32\mathrm{.}16.)$