Can someone please help me to solve this problem?

Problem 2 Assume that the true model of realized returns of stock i can be given by: ri = E[ri] + b1,ifi + b2, if2 + Ei Consider the following information: ry = 2%, A = 0,054 + 0,3f1 + 0,5f2 + EA, rp = 0,04 + 0,4f1 + 0,252 + EB, rc = 0,084 +0,8f1 + 0,8f2 + Ec A, B and C are well-diversified portfolios. r; denotes the risk-free rate. a) There are arbitrage opportunities given the information presented. Construct one way to exploit an arbitrage opportunity being specific on what to buy and sell. b) Consider that the risk-free asset, A and Care correctly priced and ignore portfolio B. Determine the risk premiums for factor 1 and 2. Problem 2 Assume that the true model of realized returns of stock i can be given by: ri = E[ri] + b1,ifi + b2, if2 + Ei Consider the following information: ry = 2%, A = 0,054 + 0,3f1 + 0,5f2 + EA, rp = 0,04 + 0,4f1 + 0,252 + EB, rc = 0,084 +0,8f1 + 0,8f2 + Ec A, B and C are well-diversified portfolios. r; denotes the risk-free rate. a) There are arbitrage opportunities given the information presented. Construct one way to exploit an arbitrage opportunity being specific on what to buy and sell. b) Consider that the risk-free asset, A and Care correctly priced and ignore portfolio B. Determine the risk premiums for factor 1 and 2. Problem 2 Assume that the true model of realized returns of stock i can be given by: ri = E[ri] + b1,ifi + b2, if2 + Ei Consider the following information: ry = 2%, A = 0,054 + 0,3f1 + 0,5f2 + EA, rp = 0,04 + 0,4f1 + 0,252 + EB, rc = 0,084 +0,8f1 + 0,8f2 + Ec A, B and C are well-diversified portfolios. r; denotes the risk-free rate. a) There are arbitrage opportunities given the information presented. Construct one way to exploit an arbitrage opportunity being specific on what to buy and sell. b) Consider that the risk-free asset, A and Care correctly priced and ignore portfolio B. Determine the risk premiums for factor 1 and 2. Problem 2 Assume that the true model of realized returns of stock i can be given by: ri = E[ri] + b1,ifi + b2, if2 + Ei Consider the following information: ry = 2%, A = 0,054 + 0,3f1 + 0,5f2 + EA, rp = 0,04 + 0,4f1 + 0,252 + EB, rc = 0,084 +0,8f1 + 0,8f2 + Ec A, B and C are well-diversified portfolios. r; denotes the risk-free rate. a) There are arbitrage opportunities given the information presented. Construct one way to exploit an arbitrage opportunity being specific on what to buy and sell. b) Consider that the risk-free asset, A and Care correctly priced and ignore portfolio B. Determine the risk premiums for factor 1 and 2