Assume that you are in the two-factor exact APT world. There are two portfolios (portfolio 1 and portfolio 2) which have loadings on the two factors as follows:

Loadings	factor 1	factor 2
portfolio 1	1.5	0.55
portfolio 2	1.41	-1.1

The expected return on portfolio 1 is 8.04% and the expected return on portfolio 2 is 14.09%. The risk-free rate is 2.1%.

There is a new portfolio just formed (portfolio 3). It has loadings of 3 and 1.5 on factor 1 and 2, respectively. The expected return on this portfolio is 10%. Is this consistent with APT? If it is consistent with the APT fill the boxes below with zeros. If not, construct an arbitrage strategy that generates $100 today for sure and costs nothing in the future.