6.11. Find the weights of the two pure factor portfolios constructed from the following three securities: ri .06 2F 2F2 203, 1F2 Then write out the factor equations for the two pure factor portfolios, and determine their risk premiums. Assume a risk-free rate that is implied by the factor equations and no arbitrage. 6.11. Find the weights of the two pure factor portfolios constructed from the following three securities: ri .06 2F 2F2 203, 1F2 Then write out the factor equations for the two pure factor portfolios, and determine their risk premiums. Assume a risk-free rate that is implied by the factor equations and no arbitrage