Consider a factor model

$=()++$

There are two well$-$diversified portfolios A and B and a risk free asset in the market. The beta of A is $=1\mathrm{.}5,$ with expected return $=9\mathrm{.}0\%.$ The beta of B is $=2\mathrm{.}5,$ with expected return $=7\mathrm{.}0\%.$ The risk free rate is $=1\mathrm{.}2\%.$ Construct a strategy that generates immediate cash flow $$100$ today, and $$0$ at the end of the period.

$($a$)$ The amount you should invest in A today is $($negative number means short selling$)$:

$($b$)$ The amount you should invest in B today is $($negative number means short selling$)$:

$($c$)$ The amount you should invest in risk free asset today is $($negative number means short selling$)$: