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

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