Suppose that two-factor-APT holds true. The two factors are: market (MKT) and innovation (INNOV). Also, there are three assets available for trading: 1. Stock A with mean return of 3.5% and variance of return of 9%, 2. Stock B with mean return of 7% and variance of return of 16%, 3. Well diversified portfolio XYZ with mean return of 12% has market beta of 0.8 and innovation beta of 0.5. Stock A and stock B has correlation of -1. Expected market return is 8%. In equilibrium, what is the expected return on the factor innovation (INNOV)? Please choose the correct range for the return, i.e., if the return is 3.5%, please select "A value between 3% and 4%" O A value between 19% and 20% A value between 9% and 10% None of the other answers are correct. A value between 4% and 5% O A value between 14% and 15% Suppose that two-factor-APT holds true. The two factors are: market (MKT) and innovation (INNOV). Also, there are three assets available for trading: 1. Stock A with mean return of 3.5% and variance of return of 9%, 2. Stock B with mean return of 7% and variance of return of 16%, 3. Well diversified portfolio XYZ with mean return of 12% has market beta of 0.8 and innovation beta of 0.5. Stock A and stock B has correlation of -1. Expected market return is 8%. In equilibrium, what is the expected return on the factor innovation (INNOV)? Please choose the correct range for the return, i.e., if the return is 3.5%, please select "A value between 3% and 4%" O A value between 19% and 20% A value between 9% and 10% None of the other answers are correct. A value between 4% and 5% O A value between 14% and 15%