Two stocks, Uni and Due, have returns that follow the one factor
![606_c8637421-0ba0-455f-8b9a-bb7937ef4b1c.png](https://secure.tutorsglobe.com/CMSImages/606_c8637421-0ba0-455f-8b9a-bb7937ef4b1c.png)
How much should be invested in each of the two securities to design a portfolio that has a factor beta of 3? What is the expected return of this portfolio, assuming that the factors and epsilons have means of zero?