Find weight in asset A that is not sensitive to the first risk factor

(In this adaptive question, we will look at the APT in its vector form.) Consider a 3-factor APT model of the form RA=RA+TF where F=F1F2F3and=123 are the market factors and factor betas for an asset A. (c) Suppose we are given 2 assets with the following factor betas A=0.200.3andB=0.20.20.4 Find the factor betas of a portfolio with 60% invested in asset A, and the rest in asset B. 0.040.080.34 Correct response: " .04.08.34" (d) Using the beta values from part (c), find weight in asset A of a portfolio consisting of assets A and B that is not sensitive to the first risk factor (enter a percentage) % (In this adaptive question, we will look at the APT in its vector form.) Consider a 3-factor APT model of the form RA=RA+TF where F=F1F2F3and=123 are the market factors and factor betas for an asset A. (c) Suppose we are given 2 assets with the following factor betas A=0.200.3andB=0.20.20.4 Find the factor betas of a portfolio with 60% invested in asset A, and the rest in asset B. 0.040.080.34 Correct response: " .04.08.34" (d) Using the beta values from part (c), find weight in asset A of a portfolio consisting of assets A and B that is not sensitive to the first risk factor (enter a percentage) %