need solution in 20 mins or skip or I'll dislike for sure

Mr. Kapoor owns a portfolio with the following characteristics: Security X 0.75 Security Y 1.50 Risk Free Security 0 Factor 1 sensitivity Factor 2 sensitivity Expected Return 0.60 1.10 0 15% 20% 10% It is assumed that security returns are generated by a two factor model. i. If Mr. Kapoor has 1,00,000 to invest and sells short 50,000 of security Y and purchases 1,50,000 of security X, what is the sensitivity of Mr. Kapoor's portfolio to the two factors? ii. If Mr. Kapoor borrows 1,00,000 at the risk free rate and invests the amount he borrows along with the original amount of 1,00,000 in security X and Y in the same proportion as described in part (i), what is the sensitivity of the portfolio to the two factors? iii. What is the expected return premium of factor 2