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

$R_{\text{I}}=R_F+{}_1{F}_1+{}_2{F}_2-{}_3{F}_3$

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

The risk premiums for the factors are $6\mathrm{.}4$ percent, $5\mathrm{.}6$ percent, and $6$ 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 $3\mathrm{.}5$ percent. What

Is the beta for each factor for the return on your portfolio? $($Do not round Intermedlate

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 Intermedlate calculations

and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

Expected returnSuppose 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: