This is the second time I post this question, because the previous expert couldn't solve this. Only answer if you can!!!

In an economy. Jane found three assets to invest in, with returns given in a 1-factor model with E1 2 i = 0,05 + 2,51 + i, T2 = 0, 02 +0, 5F+62, iz = 0,035 +1,571 +3, = = 0,03 = = 0,02 g = = 0,04 E2 = 2 E3 EF where #1 =0 and Xi are uncorrelated with the factor and each other. Jane is now tasked with 1 analyzing this economy by first finding the following portfolios that have a factor 3 Find the pure-factor portfolio by composing: (i) Only assets 1 and 2, (ii) Only assets 2 and 3, (iii) Only assets 1 and 3 Show transcribed image text In an economy. Jane found three assets to invest in, with returns given in a 1-factor model with E1 2 i = 0,05 + 2,51 + i, T2 = 0, 02 +0, 5F+62, iz = 0,035 +1,571 +3, = = 0,03 = = 0,02 g = = 0,04 E2 = 2 E3 EF where #1 =0 and Xi are uncorrelated with the factor and each other. Jane is now tasked with 1 analyzing this economy by first finding the following portfolios that have a factor 3 Find the pure-factor portfolio by composing: (i) Only assets 1 and 2, (ii) Only assets 2 and 3, (iii) Only assets 1 and 3 Show transcribed image text