Suppose stock returns can be explained by the following three-factor model: R;= RF + B1F1 + B2F2-B3F3 Assume there is no firm-specific risk. The information for each stock is presented here: B1 Stock A 1.55 Stock B .85 Stock C B2 .75 1.55 - 26 B3 30 -.50 1.35 .79 The risk premiums for the factors are 6.7 percent, 5.9 percent, and 6.3 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 3.8 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 %