Question 4 0 out of 2 points Suppose under arbitrage pricing theory (APT), the mean asset returns are described as E{r} = 10+b111 +212 where by and b2 are factor loadings for two factors f1 and 12, and lo=2% is the risk free rate. Given two asset returns r1 = 2% + 1f1 + 0.412 + e1 r2 = 0% + 0.5f1 + 0.872 + 2 and mean factor returns E{f1} = 4% and E{f2} = 5%, what 11 is (to the nearest 0.001)? = Question 4 0 out of 2 points Suppose under arbitrage pricing theory (APT), the mean asset returns are described as E{r} = 10+b111 +212 where by and b2 are factor loadings for two factors f1 and 12, and lo=2% is the risk free rate. Given two asset returns r1 = 2% + 1f1 + 0.412 + e1 r2 = 0% + 0.5f1 + 0.872 + 2 and mean factor returns E{f1} = 4% and E{f2} = 5%, what 11 is (to the nearest 0.001)? =