Suppose that assets A, B, and C are correctly priced and span the asset market, i.e., no arbitrage opportunities are possible by investing in A, B, and C. Each of these three assets is subject to two risk factors, 1 and 2 . No assets or portfolios have any idiosyncratic risk components. You have been given the following information about the expected returns and factor loadings of assets A, B, and C. Which of the following is closest to the risk-free rate (or the zero-beta rate) and the two factor risk premiums? A.0=0.02,1=0.04,2=0.01B.0=0.01,1=0.08,2=0.04C.0=0.02,1=0.06,2=0.02.0=0.01,1=0.09,2=0.04