: 6.1.1. Find the weights of the two pure factor portfolios El constructed from the following three securities: 3'; = .06 + 2151 + 2132 r2 = .05 + 313l + 1152 r3 = .04 + 31'?IL .+ 0152 Then write out the factor equations for the two pure factor portfolios, and determine their risk premiums. Assume a riskfree rate that is implied by the factor equations and no arbitrage