You are an equity analyst working for a large Australian asset manager, and you have been tasked with evaluating the performance of two portfolio stocks, Omega and Gama. There are two factors ( and ) that largely determine the value of these two stocks. The associated risk premiums attached to the two risk factors along with the risk-free rate captured by the zero-beta portfolio ( are as follows: 5% 3% 4% The factor loadings applicable to stocks Beta and Gama with respect to risk factors are as follows: Securities Omega 0.55 1.98 Gama 1.56 2.25 (i) Calculate the expected returns for Omega and Gama