Question: Suppose the world is described by a two factor APT model, that there are no arbitrage opportunities, and that the returns on three base assets

Suppose the world is described by a two factor APT model, that there are no arbitrage opportunities, and that the returns on three base assets satisfy the equations below. What is the risk-free rate?

r1 = .13 + 2F1 + 2F2 + e1

r2 = .07 + F1 + e2

r3 = .15 + 2F1 + 3F2 + e3

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