Factor sampling involves the construction of an ind factors. The following shares listed on the Zimbabw modelled by the following algebraic expressions: Rppc=RM&R=RTZI=0.3+F14F20.5+3F1+2F20.8+1.5F1+0F2 N.BRM&R=RTZ1=Rppc=ReturnonMurrayandRobReturnonTrans-ZambeziIReturnonPretoriaPortland The Zimbabwe Stock Exchange Industrial Index responsiveness (beta) of 2 on the first factor and a factc You are required to construct a portfolio made up matching the risk of the ZSE Industrial Index. Following shores listed on the 2imbaibre stock exchange have returns modelled by the following algebraic expressions Rppc=0,3+F14F2RmiR=0,5+3F1+2F2RTz1=0,8+1,5F1+0F2 The 2imbabwe stock exchange industrial index is assumed to have a factor responsiveness (beta) of 2 on the first factor and a factor beta of 1 on the second factor. You are required to construct a portifolio made up of the three firms listed abore