please help the answer already on chegg is wrong

For Questions 7 through 12 (Big HINT: Follow slides 21-25 in this week's lecture). Assume that you are using a two-factor APT model, with factors Pand Q, to find the fair (model-) expected return on a well-diversified portfolio Z that has an actual expected return of 20%. Portfolio Z's factor loadings (i.e., Z's betas on each of the two factors) and the factors' risk premiums are shown in the table below. Portfolios for factors Pand Q are tradable (i.e., you can take long or short positions in them). Assume that the factor loading of Pon Q is o (and the factor loading of Qon Pis also, by extension, too). The risk-free rate is 4%. Factor Z's factor loading (Beta) Factor Risk Premium P 1.5 12.0% 0.6 -3% There is an arbitrage opportunity. For questions 8-12 Create a strategy that takes advantage of the mispricing that exists. Create your strategy your strategy so that it goes either long or short $1 invested in Portfolio Z Question 10 1 pts Following on from the above: with a strategy that goes either long or short $1 in Portfolio Z. what should the amount invested in Factor Portfolio P be? (use + for long and - for short) Question 11 1 pts Following on from the above: with a strategy that goes either long or short $1 in Portfolio Z. what should the amount invested in Factor Portfolio Q be? (use + for long and - for short) Question 12 1 pts What is the arbitrage return (in %) per dollar bought/sold of Portfolio Z. Please answer in decimal form, not percent