I need help understanding the problem.

Arbitrage Portfolios using APT Assume a two factor model: Ri = IE[Ri] + [311171 + [32,1F2 + 9i We have three assets we can invest in : Portfolio Expected Excess [31 [32 Return A 11% 1 0 B 0 1 19% C 12% 0.7 0.3 What portfolio should we set up if we want to make a riskless profit