analyst gives you the following information on two securities A and B that she says are roblem 11. (15 points total) An absolutely correctly priced using the factor model: r,t rB 0.34 + 3 . fit 0.24 +2 . f1 +62 = = )From the information on these two securities, calculate what the risk free rate and the risk premium of factor 1 must be. (b) (5 points) Based on your estimates in part (a), is the following security underpriced or overpriced? You must show Security C: Era-12%, bo,1 = 1. your work for full credit (c) (5 points) Tell me exactly how you can form a zero investment portfolio to take advantage of the mispricing and what the expected return of your arbitrage portfolio is. This portfolio should involve only the securities A, B, and C