Find the weights of the two pure factor portfolios constructed from the following three securities:
![448_c7c9021b-3c6b-40ed-a061-13cfec8fcb64.png](https://secure.tutorsglobe.com/CMSImages/448_c7c9021b-3c6b-40ed-a061-13cfec8fcb64.png)
Then write out the factor equations for the two pure factor portfolios, and determine their risk premiums. Assume a risk-free rate that is implied by the factor equations and no arbitrage.