Question: In APT (Arbitrage Pricing Theory) multi-factors model, we assume there are two risk factors, accidental changed on inflation and GDP. We expected both factors would

In APT (Arbitrage Pricing Theory) multi-factors model, we assume there are two risk factors, accidental changed on inflation and GDP. We expected both factors would change 4% and 7% next year, respectively. If a portfolio has the correlation with the two factors are B1-0.6 and B2=0.85, respectively, what's the portfolio's total risk premium during the year

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