Consider the following two-factor model for the returns of three securities. Assume that the mean and variance of the first factor F1 equal 0.05 and that the mean and variance of the second factor F2 equal 0.04. The two factors are uncorrelated with each other. Furthermore, assume all epsilons rA=0.03+3F1+3F2+ArB=0.02+2F1+2F2+BrC=0.04+4F11F2+C (a) What are the expected returns of the three securities? (b) If var(A)=0.05,var(B)=0.2,var(C)=0.1, what are the variances of the returns of the three securities, as well as the covariances and correlations between them