Suppose that a two-factor model, where the factors are the market return (Factor 1) and the growth rate of industrial production (Factor 2), correctly describes the return generating processes of all assets and the corresponding two-factor APT correctly prices three well-diversified portfolios, A, B, C, and D. Portfolio Expected Return Sensitivity to Factor 1 Sensitivity to Factor 2 A 0.15 0.5 1.5 0.14 1 1 0.04 0 0 ? 2 0.5 What is the APT-consistent expected return on Portfolio D? NOTE: Answers should be expressed in decimal form rounded to the nearest ten thousandth (0.0001) - for example, enter 1.2345% as 0.0123. Intermediate results should not be rounded to less than 8 decimal places unless instructed otherwise. BUD C