I have two portfolios r = a + 0.3f + 0.2f, f1 and f2 have means equal to zero. r = a + 0.1f -0.1f. a. How do I combine these two portfolios to obtain a portfolio that has a risk exposure of 1 to f1 (3 marks)? b. What is the expected return associated with a portfolio that has a factor loading of f1 and a loading of 0 on f2 (2 marks)?