Assume that the specific risk can be eliminated through diversification and that the return model can be written: r_1 = E(r_1) + b_1 F_1+e_i. In other words, we assume that firm specific risk could be diversified away. a. Plot the three assets on a E(r_i) - b, graph. b. Using assets A and B, construct a portfolio with no systematic risk. Do the same using assets B and C. c. Construct an arbitrage portfolio and compute its expected return