B1 ẞ2 ẞ3 Stock A 2.15 1.15 .90 Stock B .92 1.75 -.35 Stock C .91 -.48 1.57 The risk premiums for the factors are 7.9 percent, 7.1 percent, and 7.5 percent, respectively. You create a portfolio with 20 percent invested in Stock A, 20 percent invested in Stock B, and the remainder in Stock C. The risk-free rate is 5 percent. What is the beta for each factor for the return on your portfolio? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Factor F1 Factor F2 Factor F3 What is the expected return on your portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %