please assists me in solving these questions according to Topic 4. The Arbitrage Pricing Theory. I will upload the document to guide you to the solution. it is a finance question

APT Smar A m portfolio and with returns m = 0.02 +0.21. -0.005 +0.1/. The risk free rue 0.005 expression that add subtract some combination of andre to generate riskless reme and indicate what the riskless return is (3 marks). ZAA A = 2(0.005 +0.1f) -0.02+0.2.f). = 0.01 +0:37 -0.02- OL b. Assume you have no wealth. How do you obtain these riskless returns by buying/selling P, and P and/or borrowing from/lending to the bank (2 marks)? APT Smar A m portfolio and with returns m = 0.02 +0.21. -0.005 +0.1/. The risk free rue 0.005 expression that add subtract some combination of andre to generate riskless reme and indicate what the riskless return is (3 marks). ZAA A = 2(0.005 +0.1f) -0.02+0.2.f). = 0.01 +0:37 -0.02- OL b. Assume you have no wealth. How do you obtain these riskless returns by buying/selling P, and P and/or borrowing from/lending to the bank (2 marks)