Question: Urgently provide the solution for below You are given the following data for two risk factors (1 and 2) and three securities (X and Y

Urgently provide the solution for below

You are given the following data for two risk factors (1 and 2) and three securities (X and Y and Z):

l0

0.16

l1

0.08

l2

0.11

bX1

1.4

bX2

0.9

bY1

0.85

bY2

0.72

bz1

0.54

bz2

0.43

Now answer the following questions:

Based on the APT model, compute the expected return for X,y,z

Also calculate the expected price of x y z one year from now given that X, Y and Z are all currently priced at 42 and will not pay a dividend in current year.

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