Moving to another question will save this response Question 1435 Question 14 1 points Consider the muctor model APT with three actors Portfolio Ahas a bit of 0.75 on factor 1, a beta of 12 on factor 2 and a beta of 1-3 on factor 2. The risk premiums on the factor 1. Cactor 2. and factors are and respectively. The risk-free rate of return is the expected return on portfolio AS if no arbitrage opportunities hode/1543720210 best 15:32