Portfolio A and B have the following macroeconomic factor models. IP stands for Industrial Production. RA=0.14 +0.83(FIP) +0.2(Exdation) + 0.007 Rg0.12 + 1.5(FIP) - 0.6(Esation) + 0.006 a. Create a portfolio investing in A and B that is immunized against inflation. What weights would you recommend for each security. b. Calculate the return of the portfolio (created in a) when the IP (Industrial Production) unexpectedly increases by an additional 1% c. Combine security A and B. Calculate the portfolio's ER) when there are no economie shocks