Suppose stock returns can be explained by the following three-factor model: Ri = RF + 1F1 + 2F2 3F3 Assume there is no firm-specific risk. The information for each stock is presented here: 1 2 3 Stock A 1.50 0.70 .25 Stock B .86 1.50 .45 Stock C .78 .20 1.34 The risk premiums for the factors are 6.6 percent, 5.8 percent, and 6.2 percent, respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent