(a) In a market in which the Arbitrage Pricing Theory (APT) model holds, the return on assets is given by the equation: E[Ri]=0+1bi,1+2bi,2+ Assume the risk-free rate is 5%. Consider two well-diversified portfolios Pi with the following features in a two factor model: Determine the values (x) and (y) for 1=0.055 and 2=0.07