Suppose that a two-factor model, where the factors are the market return and the growth rate of industrial production, correctly describes the risk-return characteristics of all assets. Consider two well-diversified portfolios A, B, and C with the following characteristics. The risk-free rate is 5%. Portfolio Expected Sensitivity Sensitivity Return to Factor 1 to Factor 2 10% 1 -1 B 15% 0.5 1 C ? 0 0.5 What is the APT-consistent expected rate of return on C? 12.5% 2.5% 7.5% O 17.5%