Only accept hand-written answer in pdf file format. Keep at least 4 decimals in all calculations. Portfolios X and Y are two well-diversified portfolios on the Security Market Line of a two-factor model. The risk-free rate is 2.5%. Portfolio X has a beta of 0.8 on factor 1 and a beta of 0.8 on factor 2. It's expected return is 11.3% and standard deviation is 7.1554%. Portfolio Y has a beta of 0.7 on factor 1 and a beta of 0.6 on factor 2. It's expected return is 9.5% and standard deviation is 5.557%. A. Calculate the risk premium and standard deviation of the two factors. B. If asset D has a beta on factor 1 of 1.01, a beta on factor 2 of 1.02, and firm-specific risk of 10.8%, calculate its expected return and standard deviation