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

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

Assume there is no firm$-$specific risk. The information for each stock is presented here:

The risk premiums for the factors are $7\mathrm{.}5$ percent, $6\mathrm{.}7$ percent, and $7\mathrm{.}1$ 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 $4\mathrm{.}6$ 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$.,32\mathrm{.}16.)$Suppose stock returns can be explained by the following three$-$factor model:

Ri $=$ RF $+\backslash$beta $1$F$1+\backslash$beta $2$F$2\backslash$beta $3$F$3$

Assume there is no firm$-$specific risk. The information for each stock is presented here:

$\backslash$beta $1\backslash$beta $2\backslash$beta $3$

Stock A $1\mathrm{.}95\mathrm{.}95\mathrm{.}70$

Stock B $\mathrm{.}841\mathrm{.}55\mathrm{.}15$

Stock C $\mathrm{.}87\mathrm{.}411\mathrm{.}52$

The risk premiums for the factors are $7\mathrm{.}5$ percent, $6\mathrm{.}7$ percent, and $7\mathrm{.}1$ 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 $4\mathrm{.}6$ 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$.,32\mathrm{.}16.)$