Question: Consider the one-factor APT. The variance of the return on the factor portfolio is 0.08. The variance of the return on Asset A is 0.11.

Consider the one-factor APT. The variance of the return on the factor portfolio is 0.08. The variance of the return on Asset A is 0.11. The beta of Asset A is (Not enough information)

Consider the one-factor APT. The variance of the return on the factor portfolio is 0.08. The variance of the return on Asset A is 0.01. The beta of Asset A is (At most 0.354)

how to drive these two answers? I mean, can you tell me the steps of each question? Thanks

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