What rates of return rational investors using APT model would demand on security P and G given the following information?

Portfolio	Portfolio Return	Correlation with
		Factor 1	Factor 2
A	13%	0.29	0.93
B	22%	0.78	0.53
C	9%	0.18	0.15
D	18%	0.57	0.82
E	1%	0.00	0.11
F	3%	0.00	0.00
Z	11%	0.91	0.00
Security		Beta	Beta
P		1.19	.75
G		1.59	1.11