Assuming a one-factor model of the form: ri=4%+biF+ei consider three well-diversified portfolio (zero nonfactor risk). The expected value of the factor is 8%. Is one of the portfolio's expected return not in line with the factor model relationship? Which one? Can you construct a combination of the other two portfolios that has the same factor sensitivity as the "out-of-line" portfolio? What is the expected return of that combination? What action would you expect investor to take with respect to these three portfolios