You estimate a 2-factor return-generating process for 4 large portfolios with the following results. 8. =4+1.2E +0.5F, 's = 1 + 0.85-0.5F, -6-1 .28, + 0.5F. b=2+1.2E + 0.5F Which two portfolios are functional equivalents according to the Arbitrage Pricing Theory? Suppose you are in the APT world and ,-3%, ,-6% and 2-896. what is the expected return on portfolio D? a. b