#4. There are two systematic factors in the economy, which describe the returns ofstocks. Consider the following factor model for the returns of two well-diversified assets (i.e., no idiosyncratic risk): RA 0.09+1Fi+2F2 RB 0.11+2Fi+ 1F2 The two factors have zero means and variances of 0.05 and 0.10, respectively. The factors have zero correlation with each other. The risk-free interest rate is 9%. From these two assets you create a mutual fund portfolio with a factor loading of 1.5 on factor 1 and 1.5 on factor 2. What is the Sharpe ratio of this portfolio