please show work in excel!

The following question illustrates the APT, Imagine that there are only two pervasive macroeconomic factors, investinemts X, Y, ind Z. have the following sensitivities to these two factors: We assume that the expected risk premium is 6.0% on factor 1 and 10.0% on factor 2 . Treasury bits obviously offer zero risk premium. a. According to the APT, what is the risk premium on each of the three stocks? b. Suppose you buy $360 of X and $90 of Y and sell $270 of Z. What is the sensitivity of your portfolio to each of the two factors? What is the expected risk premium? c. Suppose you buy $144 of X and $108 of Y and sell $72 of Z. What is the sensitivity of your portiolio to each of the two tactors? What is the expected risk premium? d. Finally, suppose you buy $288 of X and $36 of Y and sell $144 of Z. What is your portfollo's sensitivity now to each of the two factors? And what is the expected risk premium? Complete this question by entering your answers in the tabs below. According to the APT, what is the risk premium on each of the three stocks? (Enter your answers as a percent rounded to 2 decimal places.)