I need help with QUESTION 31 PLEASE NEED HELP!!!!!

Fund Factor Betas Factor Risk Premium 0.05 0.015 6 + 12 +0.05 +039 x 0015+0,8x0.08 2. OS 3 0.064 2. 15.12 A 13.0 % 8.10.0 % C. 19.3 % D. 8.5 % 37 30. An investment firm, SHB-BC Fund, employs a two-factor APT model. The risk-free rate equals 5%. Determine the expected return for the SHB-BC fund using the following data: Factor 1 2 1.5 Factor 2 2.0 0.0125 Fund Factor Betas Factor Risk Premium 0.03 2 A.72% - 40.8 % C 17.7% 0 12.0 % Rieff - BilRi-ke) + B2 (R3-R6) Satis hoch214.5loot z sfott3%)+445 5% +4,5% +254 31. For a $130,000,000 portfolio, the expected 1-day portfolio return and standard deviation are 0.0025 and 0.0123, respectively. Calculate the respective 1-day percent and dollar VaR at 1% significance? (Hint: 299 * 2.326) ER-Zog 1.33%, $ 1.908,629 261%, $ 3,394.830 C. -2,61%, $ 2,611,408 D. -1,77%, $ 1,908,629 d. og 623 0913.0267