Find the weights of the two pure factor portfolios

constructed from the following three securities:

$r_1=\mathrm{.}06+2$tilde$(F{)}_1+2$tilde$(F{)}_2$

$r_2=\mathrm{.}05+3$tilde$(F{)}_1+1$tilde$(F{)}_2$

$r_3=\mathrm{.}04+3$tilde$(F{)}_1+0$tilde$(F{)}_2$

Then write out the factor equations for the two pure

factor portfolios, and determine their risk

premiums. Assume a risk$-$free rate that is implied

by the factor equations and no arbitrage.