Hello, please help me with this question. it's quite urgent.

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QUESTION:- Let NJ(May) be new job openings (as a fraction of total jobs) in May and let RM(May) be the May return on the market portfolio.Suppose each individual cares about {E[Rp(May)], [Rp(May)], [Rp(May), NJ(May)]} when forming his/her portfolio p for May, and so a 2-factor model holds for May with NJ(May) as the only state variable.Recall that the excess return on any asset i is given by ri(t) = Ri(t) - Rf.The following additional information is available:

i*i,M*i,NJTQ1.20.5

where *i,Mand *i,NJare regression coefficients from a multiple regression (time-series) of the excess return on asset i, ri(t), on the market portfolio excess return, rM(t), and the excess return on the portfolio maximally correlated withNJ(t), rNJ(t):

ri(t) = ai+ *i,MrM(t) + *i,NJrNJ(t) + ei(t).

and Rf, the riskless rate, is 0.5%.Also know that E[RM(May)] = 1.5%, E[NJ(May)] = 1.3% and E[RNJ(May)] = 0.9%.What is E[RTQ(May)]?