Variation of Text 12-4: Suppose stock returns can be explained by the following

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Variation of Text 12-4: Suppose stock returns can be explained by the following three factor model: Ri = RF + ?1F1 + ?2F2 ? ?3F3 Assume there is no firm-specific risk. The information for each stock is presented here ?1 ?2 ?3 Stock A 1.45 .80 .05 Stock B .73 1.25 -.20 The risk premiums for the factors are 5.3 percent, 3.9 percent, and 4.2 percent, respectively. If you create a portfolio with 60 percent invested in stock A and the remainder in stock B, and the risk-free rate is 2 percent, what is the expected return of your portfolio?

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what the question marks represnt ? please post properly

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