We have two economic factors F1 and F2 in a two-factor APT model. We have the following data on three well-diversified portfolios. Stock Expected return bi1 bi2 A 17% 2 -1 B 22% 1 2 C ? 0.5 1 If the risk free rate is 2%, what is the expected return on stock C so that there is no arbitrage opportunity in the market? 20% 0% 12% 17%