$2.$ Portfolio i$\text{'}$s return is described by the following two$-$factor model: ri $-$ rf $=2\%-0\mathrm{.}8($rm $-$ rf $)+1\mathrm{.}4($re $-$ rf $),$ where rm is the return on the market index, re is the return on a real estate index and rf is the risk$-$free rate. Construct a pure arbitrage trade using the market index, a real estate index, a risk$-$free asset $($such as T$-$bills$)$ and Portfolio i$.$ What are your overall weights in each asset?