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

R_i = R_F + ₁F₁ + ₂F_{2 3}F₃

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

	1	2	3
Stock A	1.40	.60	.15
Stock B	.83	1.40	.35
Stock C	.76	.20	1.30

The risk premiums for the factors are 6.4 percent, 5.6 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 3.5 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., 32.16.)

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., 32.16.)