Portfolio i's return is described by the following two-factor model: rirf=2%0.8(rmrf)+1.4(rerf), where rm is the return on the market index, re is the return on a real estate index and rf is the risk-free rate. Construct a pure arbitrage trade using the market index, a real estate index, a risk-free asset (such as T-bills) and Portfolio i. What are your overall weights in each asset