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
B	0.14	1	1
C	0.04	0	0
D	?	2	0.5

What is the APT-consistent expected return on Portfolio D?