Suppose stock returns can be explained by the following three-factor model: Assume there is no firm-specific risk. The information for each stock is presented here: B1 B2 B3 1.65 55 10 Stock 82 135 30 7518 1.20 Stock The risk premiums for the factors are 6.3 percent, 5.5 percent, and 5.9 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 3.4 percent. What is the expression for the return on your portfolio? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g. 32.16.) Factor Beta Factor F1 Factor F2 Factor F3 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.) Expected return