13.0076 E(rp)-ry+Bird] + [] where r,-1.5% E(rp)=ry + +BE()-r]+ B[E()-ry] The 2-factor APT relationship for a portfolio P is described in the table. A, and A are market risk premiums for Factor1 and Factor2. Suppose you know that 1.5 and p=0.75. To replicate E(rp), you will mix the two factor- tracking portfolios (for Factorl and Factor2) with the riskfree asset. In this replicating portfolio, what is the (percentage) weight on the riskfree asset? (1) +25%; (2) +50 % ; (3) +75%; (4) +100%; (5) + 125%; (6) -25%; (7) -50%; (8) -75%: (9) - 100%; (10) -125%; 13.0076 E(rp)-ry+Bird] + [] where r,-1.5% E(rp)=ry + +BE()-r]+ B[E()-ry] The 2-factor APT relationship for a portfolio P is described in the table. A, and A are market risk premiums for Factor1 and Factor2. Suppose you know that 1.5 and p=0.75. To replicate E(rp), you will mix the two factor- tracking portfolios (for Factorl and Factor2) with the riskfree asset. In this replicating portfolio, what is the (percentage) weight on the riskfree asset? (1) +25%; (2) +50 % ; (3) +75%; (4) +100%; (5) + 125%; (6) -25%; (7) -50%; (8) -75%: (9) - 100%; (10) -125%