Consider a 2-factor model. The risk free rate is rf=1%. There are two factors, f1 and f2, with respective factor risk prices of 1=5%, 2=7%. Consider two risky assets, with loadings given in the following table

Loadings	factor 1	factor 2
Asset 1	1.4	2.3
Asset 2	2.9	0.7

Construct a portfolio of the two risky assets and the risk-free asset (the sum of portfolio weights is 1) with zero loading on the first factor, and a loading of 1 on the second factor. Assume that the APT relation holds exactly for the two risky assets in this problem. What is the expected return on this portfolio?

(a) Weight on asset 1: %

(b) Weight on asset 2: %

(c) Weight on the risk-free asset: %

(d) Expected return of this portfolio: %