Suppose assets are priced by 2 factors: Fi and F2. There are two well diversified portfolios: A and B, and their expected returns and factor loadings are given by Portfolio A Portfolio B E[ri] Biel Bi,2 3% 1 2 2% 1 1 The riskless rate is rf = 0%. = (a) Find the risk premia of the two factor portfolios. (b) Now suppose we have a third well-diversified portfolio (call it C) with Bc,1 - 2 and BC,2 = 1. According to Arbitrage Price Theory (APT), what should be the expected return of portfolio C