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 1.45 .85 .10 Stock B .87 1.35 .30 Stock C .76 .26 1.19 The risk premiums for the factors are 5.3 percent, 4.1 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 3.2 percent. What is the expression for the return on your portfolio