Can be written as the three-factor model fi = ; + BiFi + Biz+Bafg Our three factors are four trading assets, each three factors, f1,52,43 have middlevalue of zero They are independent distributed 1 = 0,04 +51 +272+ Fz 72 = 0,03 +371 +372 +2F3 3 = 0,07 271 +372 -473 fa = 0,01 F1-F2 - Fz How do I make three pure factor portfolios and write their factor-equation up ? Can be written as the three-factor model fi = ; + BiFi + Biz+Bafg Our three factors are four trading assets, each three factors, f1,52,43 have middlevalue of zero They are independent distributed 1 = 0,04 +51 +272+ Fz 72 = 0,03 +371 +372 +2F3 3 = 0,07 271 +372 -473 fa = 0,01 F1-F2 - Fz How do I make three pure factor portfolios and write their factor-equation up